Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 4.42% | 0.35 CHF | 0.37 CHF | 26,820 | 26,820 | 26,246 | 26,246 | 11,848 CHF | 12,374 CHF | 100.00% | 100.00% |
12/07/2024 | 4.38% | 0.50 CHF | 0.52 CHF | 26,380 | 26,380 | 26,251 | 26,251 | 11,853 CHF | 12,379 CHF | 100.00% | 100.00% |
11/07/2024 | 5.22% | 0.40 CHF | 0.42 CHF | 26,560 | 26,560 | 26,422 | 26,422 | 9,984 CHF | 10,513 CHF | 99.78% | 99.78% |
10/07/2024 | 6.03% | 0.36 CHF | 0.38 CHF | 26,740 | 26,740 | 26,525 | 26,525 | 8,616 CHF | 9,147 CHF | 100.00% | 100.00% |
09/07/2024 | 5.54% | 0.31 CHF | 0.33 CHF | 26,770 | 26,770 | 26,419 | 26,419 | 9,425 CHF | 9,954 CHF | 99.20% | 99.20% |
08/07/2024 | 5.95% | 0.32 CHF | 0.34 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 8,780 CHF | 9,311 CHF | 100.00% | 100.00% |
05/07/2024 | 5.90% | 0.29 CHF | 0.31 CHF | 26,880 | 26,880 | 26,533 | 26,533 | 8,853 CHF | 9,384 CHF | 99.91% | 99.91% |
04/07/2024 | 5.74% | 0.35 CHF | 0.37 CHF | 26,770 | 26,770 | 26,511 | 26,511 | 9,083 CHF | 9,613 CHF | 100.00% | 100.00% |
03/07/2024 | 6.49% | 0.33 CHF | 0.35 CHF | 26,820 | 26,820 | 26,626 | 26,626 | 8,047 CHF | 8,580 CHF | 100.00% | 100.00% |
02/07/2024 | 8.23% | 0.31 CHF | 0.33 CHF | 26,820 | 26,820 | 26,739 | 26,739 | 6,374 CHF | 6,909 CHF | 98.68% | 98.68% |