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 | 0.49% | 9.96 CHF | 10.00 CHF | 6,000 | 6,000 | 5,166 | 5,166 | 52,779 CHF | 53,035 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 51,061 CHF | 51,308 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 10.50 CHF | 10.55 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 59,984 CHF | 60,261 CHF | 99.96% | 99.96% |
10/07/2024 | 0.43% | 9.62 CHF | 9.66 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 55,678 CHF | 55,916 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 9.28 CHF | 9.32 CHF | 6,000 | 6,000 | 5,943 | 5,943 | 57,844 CHF | 58,092 CHF | 99.48% | 99.48% |
08/07/2024 | 0.44% | 9.05 CHF | 9.09 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 54,507 CHF | 54,745 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 9.16 CHF | 9.20 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 54,432 CHF | 54,670 CHF | 99.71% | 99.71% |
04/07/2024 | 0.34% | 9.07 CHF | 9.10 CHF | 6,000 | 6,000 | 5,980 | 5,980 | 53,695 CHF | 53,875 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 8.79 CHF | 8.82 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 61,181 CHF | 61,389 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 7.97 CHF | 8.00 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 53,348 CHF | 53,556 CHF | 99.44% | 99.44% |