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 | 0.89% | 10.75 CHF | 10.80 CHF | 4,290 | 4,290 | 2,867 | 2,867 | 30,787 CHF | 31,041 CHF | 99.98% | 99.98% |
12/07/2024 | 0.91% | 11.00 CHF | 11.05 CHF | 4,220 | 4,220 | 2,883 | 2,883 | 30,682 CHF | 30,937 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 10.65 CHF | 10.70 CHF | 4,310 | 4,310 | 2,843 | 2,843 | 30,693 CHF | 30,945 CHF | 99.28% | 99.28% |
10/07/2024 | 0.93% | 10.75 CHF | 10.80 CHF | 4,280 | 4,280 | 2,902 | 2,902 | 30,358 CHF | 30,616 CHF | 99.91% | 99.91% |
09/07/2024 | 0.92% | 10.25 CHF | 10.30 CHF | 4,400 | 4,400 | 2,913 | 2,913 | 30,211 CHF | 30,469 CHF | 99.63% | 99.63% |
08/07/2024 | 0.64% | 10.00 CHF | 10.05 CHF | 4,470 | 4,470 | 2,995 | 2,995 | 29,869 CHF | 30,051 CHF | 99.87% | 99.87% |
05/07/2024 | 0.50% | 9.75 CHF | 9.77 CHF | 4,550 | 4,550 | 3,131 | 3,131 | 29,111 CHF | 29,245 CHF | 99.54% | 99.54% |
04/07/2024 | 0.77% | 9.05 CHF | 9.12 CHF | 952 | 952 | 938 | 938 | 8,563 CHF | 8,629 CHF | 99.13% | 99.13% |
03/07/2024 | 0.51% | 9.14 CHF | 9.16 CHF | 4,740 | 4,740 | 3,164 | 3,164 | 28,936 CHF | 29,070 CHF | 99.54% | 99.54% |
02/07/2024 | 0.55% | 8.69 CHF | 8.71 CHF | 4,870 | 4,870 | 3,277 | 3,277 | 27,981 CHF | 28,120 CHF | 99.30% | 99.30% |