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 | 1.00% | 14.85 CHF | 15.00 CHF | 2,160 | 2,160 | 2,130 | 2,130 | 32,175 CHF | 32,495 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 15.00 CHF | 15.15 CHF | 2,240 | 2,240 | 2,217 | 2,217 | 33,002 CHF | 33,335 CHF | 99.97% | 99.97% |
11/07/2024 | 1.05% | 14.50 CHF | 14.65 CHF | 2,310 | 2,310 | 2,291 | 2,291 | 32,935 CHF | 33,279 CHF | 99.89% | 99.89% |
10/07/2024 | 1.13% | 13.75 CHF | 13.90 CHF | 2,480 | 2,480 | 2,470 | 2,470 | 32,956 CHF | 33,327 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 12.85 CHF | 13.00 CHF | 2,430 | 2,430 | 2,417 | 2,417 | 30,880 CHF | 31,243 CHF | 99.49% | 99.49% |
08/07/2024 | 1.12% | 13.40 CHF | 13.55 CHF | 2,450 | 2,450 | 2,419 | 2,419 | 32,597 CHF | 32,960 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 13.20 CHF | 13.35 CHF | 2,420 | 2,420 | 2,391 | 2,391 | 31,939 CHF | 32,298 CHF | 100.00% | 100.00% |
04/07/2024 | 1.10% | 13.65 CHF | 13.80 CHF | 2,410 | 2,410 | 2,385 | 2,385 | 32,717 CHF | 33,075 CHF | 100.00% | 100.00% |
03/07/2024 | 1.16% | 13.50 CHF | 13.65 CHF | 2,530 | 2,530 | 2,521 | 2,521 | 32,879 CHF | 33,258 CHF | 100.00% | 100.00% |
02/07/2024 | 1.26% | 12.45 CHF | 12.60 CHF | 2,560 | 2,560 | 2,558 | 2,558 | 30,499 CHF | 30,883 CHF | 99.67% | 99.67% |