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 | 0.71% | 5.93 CHF | 5.97 CHF | 11,320 | 11,320 | 11,076 | 11,076 | 63,081 CHF | 63,524 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 5.58 CHF | 5.63 CHF | 10,540 | 10,540 | 10,491 | 10,491 | 59,864 CHF | 60,389 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 5.82 CHF | 5.87 CHF | 10,410 | 10,410 | 10,358 | 10,358 | 61,036 CHF | 61,554 CHF | 99.96% | 99.96% |
10/07/2024 | 0.83% | 5.95 CHF | 6.00 CHF | 10,060 | 10,060 | 9,985 | 9,985 | 60,255 CHF | 60,754 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 6.06 CHF | 6.11 CHF | 10,230 | 10,230 | 10,098 | 10,098 | 60,089 CHF | 60,595 CHF | 99.60% | 99.60% |
08/07/2024 | 0.84% | 6.06 CHF | 6.11 CHF | 10,080 | 10,080 | 9,967 | 9,967 | 60,021 CHF | 60,519 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 6.13 CHF | 6.18 CHF | 10,340 | 10,340 | 10,203 | 10,203 | 61,500 CHF | 62,011 CHF | 99.87% | 99.87% |
04/07/2024 | 0.84% | 6.00 CHF | 6.05 CHF | 10,070 | 10,070 | 9,974 | 9,974 | 59,925 CHF | 60,424 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 6.04 CHF | 6.09 CHF | 10,070 | 10,070 | 9,996 | 9,996 | 61,197 CHF | 61,698 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 6.12 CHF | 6.17 CHF | 9,720 | 9,720 | 9,692 | 9,692 | 61,100 CHF | 61,585 CHF | 99.74% | 99.74% |