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 | 3.85% | 0.42 CHF | 0.44 CHF | 26,820 | 26,820 | 26,244 | 26,244 | 13,633 CHF | 14,158 CHF | 100.00% | 100.00% |
12/07/2024 | 3.82% | 0.57 CHF | 0.59 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 13,616 CHF | 14,141 CHF | 100.00% | 100.00% |
11/07/2024 | 4.43% | 0.47 CHF | 0.49 CHF | 26,550 | 26,550 | 26,422 | 26,422 | 11,798 CHF | 12,327 CHF | 99.97% | 99.97% |
10/07/2024 | 5.03% | 0.43 CHF | 0.45 CHF | 26,730 | 26,730 | 26,525 | 26,525 | 10,398 CHF | 10,929 CHF | 100.00% | 100.00% |
09/07/2024 | 4.67% | 0.38 CHF | 0.40 CHF | 26,760 | 26,760 | 26,421 | 26,421 | 11,213 CHF | 11,742 CHF | 99.58% | 99.58% |
08/07/2024 | 4.96% | 0.39 CHF | 0.41 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 10,574 CHF | 11,105 CHF | 100.00% | 100.00% |
05/07/2024 | 4.92% | 0.36 CHF | 0.38 CHF | 26,880 | 26,880 | 26,532 | 26,532 | 10,656 CHF | 11,187 CHF | 99.80% | 99.80% |
04/07/2024 | 4.80% | 0.42 CHF | 0.44 CHF | 26,760 | 26,760 | 26,511 | 26,511 | 10,895 CHF | 11,426 CHF | 100.00% | 100.00% |
03/07/2024 | 5.32% | 0.40 CHF | 0.42 CHF | 26,820 | 26,820 | 26,625 | 26,625 | 9,857 CHF | 10,390 CHF | 100.00% | 100.00% |
02/07/2024 | 6.43% | 0.37 CHF | 0.39 CHF | 26,820 | 26,820 | 26,741 | 26,741 | 8,192 CHF | 8,727 CHF | 99.71% | 99.71% |