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 | 0.64% | 9.13 CHF | 9.19 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 37,557 CHF | 37,795 CHF | 99.97% | 99.97% |
12/07/2024 | 0.63% | 9.44 CHF | 9.50 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 38,024 CHF | 38,262 CHF | 99.99% | 99.99% |
11/07/2024 | 0.54% | 9.85 CHF | 9.90 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 36,899 CHF | 37,097 CHF | 99.80% | 99.80% |
10/07/2024 | 0.60% | 8.67 CHF | 8.72 CHF | 4,000 | 4,000 | 3,977 | 3,977 | 33,141 CHF | 33,340 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 8.22 CHF | 8.27 CHF | 5,000 | 5,000 | 4,600 | 4,600 | 40,435 CHF | 40,666 CHF | 99.48% | 99.48% |
08/07/2024 | 0.62% | 7.91 CHF | 7.96 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 39,993 CHF | 40,241 CHF | 99.92% | 99.92% |
05/07/2024 | 0.63% | 8.05 CHF | 8.10 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 39,907 CHF | 40,155 CHF | 99.65% | 99.65% |
04/07/2024 | 0.52% | 7.93 CHF | 7.97 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 38,741 CHF | 38,939 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 7.56 CHF | 7.60 CHF | 6,000 | 6,000 | 5,360 | 5,360 | 40,703 CHF | 40,918 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 6.55 CHF | 6.59 CHF | 6,000 | 6,000 | 5,940 | 5,940 | 36,901 CHF | 37,139 CHF | 99.51% | 99.51% |