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 | 0.75% | 7.42 CHF | 7.44 CHF | 10,900 | 10,900 | 4,924 | 4,924 | 36,029 CHF | 36,234 CHF | 99.72% | 99.72% |
12/07/2024 | 0.74% | 7.26 CHF | 7.28 CHF | 10,800 | 10,800 | 4,860 | 4,860 | 35,175 CHF | 35,376 CHF | 99.08% | 99.08% |
11/07/2024 | 0.74% | 7.23 CHF | 7.25 CHF | 10,900 | 10,900 | 4,849 | 4,849 | 35,410 CHF | 35,609 CHF | 98.76% | 98.76% |
10/07/2024 | 0.76% | 7.19 CHF | 7.21 CHF | 11,000 | 11,000 | 4,963 | 4,963 | 35,485 CHF | 35,691 CHF | 99.78% | 99.78% |
09/07/2024 | 0.77% | 7.07 CHF | 7.09 CHF | 11,800 | 11,800 | 5,352 | 5,352 | 36,228 CHF | 36,438 CHF | 99.90% | 99.90% |
08/07/2024 | 0.72% | 6.70 CHF | 6.72 CHF | 12,100 | 12,100 | 5,455 | 5,455 | 35,933 CHF | 36,132 CHF | 99.71% | 99.71% |
05/07/2024 | 0.76% | 6.51 CHF | 6.53 CHF | 11,800 | 11,800 | 5,260 | 5,260 | 35,249 CHF | 35,456 CHF | 99.89% | 99.89% |
04/07/2024 | 0.81% | 6.95 CHF | 6.99 CHF | 4,600 | 4,600 | 3,698 | 3,698 | 25,513 CHF | 25,707 CHF | 99.83% | 99.83% |
03/07/2024 | 0.75% | 6.87 CHF | 6.89 CHF | 11,500 | 11,500 | 5,175 | 5,175 | 35,540 CHF | 35,743 CHF | 99.56% | 99.56% |
02/07/2024 | 0.74% | 6.41 CHF | 6.43 CHF | 12,600 | 12,600 | 5,669 | 5,669 | 35,944 CHF | 36,151 CHF | 99.99% | 99.99% |