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 | 1.31% | 5.65 CHF | 5.66 CHF | 1,850 | 1,850 | 1,239 | 1,239 | 7,016 CHF | 7,098 CHF | 99.26% | 99.26% |
12/07/2024 | 1.29% | 5.68 CHF | 5.69 CHF | 1,850 | 1,850 | 1,243 | 1,243 | 7,105 CHF | 7,186 CHF | 99.06% | 99.06% |
11/07/2024 | 1.39% | 5.42 CHF | 5.43 CHF | 1,810 | 1,810 | 1,202 | 1,202 | 6,391 CHF | 6,470 CHF | 99.24% | 99.24% |
10/07/2024 | 1.43% | 5.39 CHF | 5.40 CHF | 1,790 | 1,790 | 1,183 | 1,183 | 6,171 CHF | 6,250 CHF | 99.56% | 99.56% |
09/07/2024 | 1.42% | 4.99 CHF | 5.00 CHF | 1,740 | 1,740 | 1,178 | 1,178 | 6,074 CHF | 6,152 CHF | 99.07% | 99.07% |
08/07/2024 | 1.42% | 5.26 CHF | 5.27 CHF | 1,780 | 1,780 | 1,189 | 1,189 | 6,191 CHF | 6,269 CHF | 99.28% | 99.28% |
05/07/2024 | 1.44% | 5.19 CHF | 5.20 CHF | 1,770 | 1,770 | 1,184 | 1,184 | 6,137 CHF | 6,215 CHF | 99.15% | 99.15% |
04/07/2024 | 1.90% | 5.29 CHF | 5.39 CHF | 356 | 356 | 350 | 350 | 1,830 CHF | 1,865 CHF | 96.90% | 96.90% |
03/07/2024 | 1.47% | 5.16 CHF | 5.17 CHF | 1,760 | 1,760 | 1,167 | 1,167 | 5,915 CHF | 5,991 CHF | 99.61% | 99.61% |
02/07/2024 | 1.38% | 5.18 CHF | 5.19 CHF | 1,750 | 1,750 | 1,181 | 1,181 | 6,298 CHF | 6,376 CHF | 99.59% | 99.59% |