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 | 0.87% | 11.00 CHF | 11.05 CHF | 4,290 | 4,290 | 2,864 | 2,864 | 31,428 CHF | 31,682 CHF | 99.76% | 99.76% |
12/07/2024 | 0.89% | 11.25 CHF | 11.30 CHF | 4,210 | 4,210 | 2,883 | 2,883 | 31,353 CHF | 31,609 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 10.90 CHF | 10.95 CHF | 4,300 | 4,300 | 2,853 | 2,853 | 31,460 CHF | 31,711 CHF | 99.64% | 99.64% |
10/07/2024 | 0.91% | 11.00 CHF | 11.05 CHF | 4,270 | 4,270 | 2,903 | 2,903 | 31,054 CHF | 31,312 CHF | 99.96% | 99.96% |
09/07/2024 | 0.90% | 10.50 CHF | 10.55 CHF | 4,400 | 4,400 | 2,912 | 2,912 | 30,874 CHF | 31,131 CHF | 99.62% | 99.62% |
08/07/2024 | 0.94% | 10.25 CHF | 10.30 CHF | 4,470 | 4,470 | 2,996 | 2,996 | 30,533 CHF | 30,798 CHF | 99.91% | 99.91% |
05/07/2024 | 0.50% | 9.98 CHF | 10.00 CHF | 4,550 | 4,550 | 3,132 | 3,132 | 29,857 CHF | 29,995 CHF | 99.60% | 99.60% |
04/07/2024 | 0.75% | 9.29 CHF | 9.36 CHF | 952 | 952 | 938 | 938 | 8,785 CHF | 8,851 CHF | 99.13% | 99.13% |
03/07/2024 | 0.49% | 9.37 CHF | 9.39 CHF | 4,740 | 4,740 | 3,165 | 3,165 | 29,691 CHF | 29,824 CHF | 99.60% | 99.60% |
02/07/2024 | 0.53% | 8.92 CHF | 8.94 CHF | 4,870 | 4,870 | 3,282 | 3,282 | 28,795 CHF | 28,935 CHF | 99.56% | 99.56% |