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 | 0.83% | 11.55 CHF | 11.60 CHF | 4,290 | 4,290 | 2,867 | 2,867 | 33,135 CHF | 33,388 CHF | 99.98% | 99.98% |
12/07/2024 | 0.84% | 11.85 CHF | 11.90 CHF | 4,210 | 4,210 | 2,882 | 2,882 | 33,023 CHF | 33,279 CHF | 99.97% | 99.97% |
11/07/2024 | 0.82% | 11.50 CHF | 11.55 CHF | 4,300 | 4,300 | 2,850 | 2,850 | 33,096 CHF | 33,348 CHF | 99.92% | 99.92% |
10/07/2024 | 0.86% | 11.60 CHF | 11.65 CHF | 4,270 | 4,270 | 2,902 | 2,902 | 32,747 CHF | 33,005 CHF | 99.89% | 99.89% |
09/07/2024 | 0.86% | 11.05 CHF | 11.10 CHF | 4,400 | 4,400 | 2,912 | 2,912 | 32,584 CHF | 32,842 CHF | 99.55% | 99.55% |
08/07/2024 | 0.89% | 10.85 CHF | 10.90 CHF | 4,470 | 4,470 | 2,993 | 2,993 | 32,260 CHF | 32,525 CHF | 99.74% | 99.74% |
05/07/2024 | 0.52% | 10.55 CHF | 10.60 CHF | 4,550 | 4,550 | 3,138 | 3,138 | 31,717 CHF | 31,878 CHF | 99.98% | 99.98% |
04/07/2024 | 0.64% | 9.87 CHF | 9.94 CHF | 952 | 952 | 938 | 938 | 9,329 CHF | 9,388 CHF | 99.13% | 99.13% |
03/07/2024 | 0.65% | 9.96 CHF | 9.98 CHF | 4,740 | 4,740 | 3,166 | 3,166 | 31,523 CHF | 31,708 CHF | 99.64% | 99.64% |
02/07/2024 | 0.50% | 9.51 CHF | 9.53 CHF | 4,870 | 4,870 | 3,277 | 3,277 | 30,678 CHF | 30,817 CHF | 99.26% | 99.26% |