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 | 1.07% | 18.15 CHF | 18.35 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 92,926 CHF | 93,917 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 18.40 CHF | 18.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 91,514 CHF | 92,506 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 18.40 CHF | 18.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 93,107 CHF | 94,098 CHF | 99.93% | 99.93% |
10/07/2024 | 0.85% | 18.10 CHF | 18.25 CHF | 5,500 | 5,500 | 5,448 | 5,448 | 97,128 CHF | 97,946 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 17.45 CHF | 17.60 CHF | 5,500 | 5,500 | 5,448 | 5,448 | 96,036 CHF | 96,854 CHF | 99.58% | 99.58% |
08/07/2024 | 0.88% | 17.30 CHF | 17.45 CHF | 5,500 | 5,500 | 5,448 | 5,448 | 93,714 CHF | 94,532 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 16.60 CHF | 16.75 CHF | 5,500 | 5,500 | 5,448 | 5,448 | 91,590 CHF | 92,408 CHF | 99.82% | 99.82% |
04/07/2024 | 0.87% | 17.50 CHF | 17.65 CHF | 5,500 | 5,500 | 5,448 | 5,448 | 95,007 CHF | 95,825 CHF | 100.00% | 100.00% |
03/07/2024 | 1.19% | 16.90 CHF | 17.10 CHF | 5,500 | 5,500 | 5,448 | 5,448 | 91,773 CHF | 92,864 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 17.55 CHF | 17.75 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 87,090 CHF | 88,081 CHF | 100.00% | 100.00% |