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 | 1.42% | 11.04 CHF | 11.13 CHF | 7,100 | 7,100 | 3,201 | 3,201 | 35,494 CHF | 35,916 CHF | 99.97% | 99.97% |
12/07/2024 | 1.44% | 10.44 CHF | 10.53 CHF | 6,900 | 6,900 | 2,970 | 2,970 | 33,797 CHF | 34,209 CHF | 98.45% | 98.45% |
11/07/2024 | 1.48% | 11.83 CHF | 11.93 CHF | 6,200 | 6,200 | 2,803 | 2,803 | 34,168 CHF | 34,590 CHF | 99.78% | 99.78% |
10/07/2024 | 1.41% | 12.78 CHF | 12.88 CHF | 6,200 | 6,200 | 2,807 | 2,807 | 35,396 CHF | 35,809 CHF | 99.99% | 99.99% |
09/07/2024 | 1.41% | 12.47 CHF | 12.56 CHF | 6,700 | 6,700 | 3,134 | 3,134 | 36,589 CHF | 37,011 CHF | 99.98% | 99.98% |
08/07/2024 | 1.41% | 11.33 CHF | 11.42 CHF | 7,200 | 7,200 | 3,227 | 3,227 | 35,566 CHF | 35,980 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 10.87 CHF | 10.96 CHF | 7,100 | 7,100 | 3,202 | 3,202 | 35,582 CHF | 36,004 CHF | 99.88% | 99.88% |
04/07/2024 | 1.49% | 11.68 CHF | 11.82 CHF | 2,800 | 2,800 | 2,278 | 2,278 | 25,966 CHF | 26,340 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 11.30 CHF | 11.39 CHF | 7,000 | 7,000 | 3,074 | 3,074 | 35,088 CHF | 35,498 CHF | 100.00% | 100.00% |
02/07/2024 | 1.47% | 10.94 CHF | 11.03 CHF | 7,400 | 7,400 | 3,347 | 3,347 | 35,575 CHF | 36,006 CHF | 99.97% | 99.97% |