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 | 0.85% | 11.35 CHF | 11.40 CHF | 4,290 | 4,290 | 2,864 | 2,864 | 32,429 CHF | 32,682 CHF | 99.77% | 99.77% |
12/07/2024 | 0.86% | 11.60 CHF | 11.65 CHF | 4,210 | 4,210 | 2,883 | 2,883 | 32,356 CHF | 32,612 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 11.25 CHF | 11.30 CHF | 4,300 | 4,300 | 2,852 | 2,852 | 32,449 CHF | 32,701 CHF | 99.59% | 99.59% |
10/07/2024 | 0.88% | 11.35 CHF | 11.40 CHF | 4,270 | 4,270 | 2,903 | 2,903 | 32,070 CHF | 32,328 CHF | 99.96% | 99.96% |
09/07/2024 | 0.87% | 10.85 CHF | 10.90 CHF | 4,400 | 4,400 | 2,912 | 2,912 | 31,899 CHF | 32,157 CHF | 99.66% | 99.66% |
08/07/2024 | 0.91% | 10.60 CHF | 10.65 CHF | 4,470 | 4,470 | 2,996 | 2,996 | 31,573 CHF | 31,838 CHF | 99.91% | 99.91% |
05/07/2024 | 0.53% | 10.30 CHF | 10.35 CHF | 4,550 | 4,550 | 3,134 | 3,134 | 30,956 CHF | 31,114 CHF | 99.71% | 99.71% |
04/07/2024 | 0.72% | 9.64 CHF | 9.71 CHF | 952 | 952 | 938 | 938 | 9,114 CHF | 9,179 CHF | 99.13% | 99.13% |
03/07/2024 | 0.48% | 9.72 CHF | 9.74 CHF | 4,740 | 4,740 | 3,164 | 3,164 | 30,785 CHF | 30,919 CHF | 99.49% | 99.49% |
02/07/2024 | 0.51% | 9.27 CHF | 9.29 CHF | 4,870 | 4,870 | 3,274 | 3,274 | 29,871 CHF | 30,010 CHF | 99.06% | 99.06% |