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 | 2.70% | 18.55 CHF | 19.05 CHF | 6,587 | 2,000 | 6,588 | 2,000 | 121,683 CHF | 37,956 CHF | 98.73% | 98.73% |
12/07/2024 | 2.79% | 17.59 CHF | 18.05 CHF | 7,214 | 2,500 | 7,273 | 2,500 | 118,356 CHF | 41,842 CHF | 99.35% | 99.35% |
11/07/2024 | 2.64% | 15.57 CHF | 15.97 CHF | 8,422 | 2,500 | 8,497 | 2,500 | 124,377 CHF | 37,576 CHF | 94.78% | 94.78% |
10/07/2024 | 3.05% | 12.94 CHF | 13.32 CHF | 8,791 | 2,500 | 8,810 | 2,500 | 109,092 CHF | 31,917 CHF | 99.44% | 99.44% |
09/07/2024 | 3.06% | 12.86 CHF | 13.31 CHF | 1,250 | 1,250 | 1,726 | 1,339 | 24,339 CHF | 19,618 CHF | 99.83% | 99.83% |
08/07/2024 | 1.50% | 14.25 CHF | 14.46 CHF | 9,387 | 2,500 | 9,384 | 2,500 | 132,010 CHF | 35,705 CHF | 99.10% | 99.10% |
05/07/2024 | 1.80% | 11.91 CHF | 12.15 CHF | 8,625 | 2,500 | 8,566 | 2,500 | 111,648 CHF | 33,183 CHF | 99.57% | 99.57% |
04/07/2024 | 1.57% | 12.84 CHF | 13.04 CHF | 10,000 | 2,500 | 9,999 | 2,500 | 125,487 CHF | 31,870 CHF | 98.25% | 98.25% |
03/07/2024 | 1.55% | 11.16 CHF | 11.33 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 106,253 CHF | 53,954 CHF | 99.30% | 99.30% |
02/07/2024 | 2.38% | 9.68 CHF | 9.89 CHF | 9,711 | 2,500 | 9,776 | 2,500 | 86,314 CHF | 22,608 CHF | 93.36% | 93.36% |