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 | 0.85% | 7.87 CHF | 7.94 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 24,589 CHF | 24,797 CHF | 99.97% | 99.97% |
12/07/2024 | 0.84% | 8.23 CHF | 8.30 CHF | 3,000 | 3,000 | 2,972 | 2,972 | 25,008 CHF | 25,216 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 8.70 CHF | 8.76 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 32,068 CHF | 32,306 CHF | 99.80% | 99.80% |
10/07/2024 | 0.72% | 7.38 CHF | 7.43 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 27,753 CHF | 27,951 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 6.88 CHF | 6.93 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 29,833 CHF | 30,031 CHF | 99.48% | 99.48% |
08/07/2024 | 0.75% | 6.54 CHF | 6.59 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 26,606 CHF | 26,804 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 6.69 CHF | 6.74 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 26,519 CHF | 26,717 CHF | 99.65% | 99.65% |
04/07/2024 | 0.78% | 6.55 CHF | 6.60 CHF | 4,000 | 4,000 | 4,598 | 4,598 | 29,483 CHF | 29,713 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 6.15 CHF | 6.19 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 30,708 CHF | 30,906 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 5.10 CHF | 5.14 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 23,487 CHF | 23,685 CHF | 99.61% | 99.61% |