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 | 0.52% | 9.73 CHF | 9.74 CHF | 4,290 | 4,290 | 2,854 | 2,854 | 27,765 CHF | 27,895 CHF | 99.05% | 99.05% |
12/07/2024 | 0.54% | 10.00 CHF | 10.05 CHF | 4,220 | 4,220 | 2,883 | 2,883 | 27,756 CHF | 27,890 CHF | 99.98% | 99.98% |
11/07/2024 | 0.52% | 9.64 CHF | 9.65 CHF | 4,300 | 4,300 | 2,846 | 2,846 | 27,840 CHF | 27,970 CHF | 99.66% | 99.66% |
10/07/2024 | 0.57% | 9.73 CHF | 9.74 CHF | 4,270 | 4,270 | 2,902 | 2,902 | 27,412 CHF | 27,554 CHF | 99.88% | 99.88% |
09/07/2024 | 0.54% | 9.22 CHF | 9.23 CHF | 4,400 | 4,400 | 2,912 | 2,912 | 27,242 CHF | 27,374 CHF | 99.54% | 99.54% |
08/07/2024 | 0.57% | 8.98 CHF | 8.99 CHF | 4,470 | 4,470 | 2,996 | 2,996 | 26,797 CHF | 26,933 CHF | 99.84% | 99.84% |
05/07/2024 | 0.62% | 8.71 CHF | 8.72 CHF | 4,550 | 4,550 | 3,135 | 3,135 | 25,887 CHF | 26,030 CHF | 99.75% | 99.75% |
04/07/2024 | 0.86% | 8.02 CHF | 8.09 CHF | 952 | 952 | 938 | 938 | 7,591 CHF | 7,657 CHF | 99.12% | 99.12% |
03/07/2024 | 0.63% | 8.09 CHF | 8.10 CHF | 4,740 | 4,740 | 3,165 | 3,165 | 25,634 CHF | 25,777 CHF | 99.58% | 99.58% |
02/07/2024 | 0.69% | 7.64 CHF | 7.65 CHF | 4,870 | 4,870 | 3,277 | 3,277 | 24,546 CHF | 24,696 CHF | 99.26% | 99.26% |