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 | 2.19% | 6.75 CHF | 6.78 CHF | 26,200 | 26,200 | 10,240 | 10,240 | 65,650 CHF | 66,499 CHF | 99.98% | 99.98% |
12/07/2024 | 2.14% | 6.19 CHF | 6.22 CHF | 29,000 | 29,000 | 12,742 | 12,742 | 73,886 CHF | 74,973 CHF | 100.00% | 100.00% |
11/07/2024 | 2.16% | 5.67 CHF | 5.70 CHF | 25,600 | 25,600 | 11,667 | 11,667 | 68,619 CHF | 69,721 CHF | 99.68% | 99.68% |
10/07/2024 | 2.16% | 6.40 CHF | 6.43 CHF | 24,500 | 24,500 | 10,990 | 10,990 | 70,841 CHF | 71,935 CHF | 99.85% | 99.85% |
09/07/2024 | 2.14% | 6.75 CHF | 6.78 CHF | 24,000 | 24,000 | 10,827 | 10,827 | 71,625 CHF | 72,691 CHF | 99.74% | 99.74% |
08/07/2024 | 2.13% | 6.77 CHF | 6.80 CHF | 23,500 | 23,500 | 10,407 | 10,407 | 69,636 CHF | 70,707 CHF | 99.30% | 99.30% |
05/07/2024 | 2.10% | 6.92 CHF | 6.95 CHF | 23,000 | 23,000 | 10,302 | 10,302 | 72,523 CHF | 73,599 CHF | 99.89% | 99.89% |
04/07/2024 | 2.45% | 6.95 CHF | 7.09 CHF | 9,200 | 9,200 | 7,399 | 7,399 | 51,184 CHF | 52,404 CHF | 99.59% | 99.59% |
03/07/2024 | 2.17% | 7.17 CHF | 7.20 CHF | 25,200 | 25,200 | 10,541 | 10,541 | 70,719 CHF | 71,796 CHF | 100.00% | 100.00% |
02/07/2024 | 2.11% | 6.46 CHF | 6.49 CHF | 25,900 | 25,900 | 11,543 | 11,543 | 72,849 CHF | 73,933 CHF | 99.99% | 99.99% |