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 | 0.65% | 7.80 CHF | 7.81 CHF | 4,290 | 4,290 | 2,854 | 2,854 | 22,256 CHF | 22,386 CHF | 99.07% | 99.07% |
12/07/2024 | 0.67% | 8.07 CHF | 8.08 CHF | 4,220 | 4,220 | 2,883 | 2,883 | 22,192 CHF | 22,322 CHF | 99.98% | 99.98% |
11/07/2024 | 0.64% | 7.72 CHF | 7.73 CHF | 4,300 | 4,300 | 2,846 | 2,846 | 22,345 CHF | 22,474 CHF | 99.69% | 99.69% |
10/07/2024 | 0.69% | 7.79 CHF | 7.80 CHF | 4,270 | 4,270 | 2,902 | 2,902 | 21,798 CHF | 21,930 CHF | 99.90% | 99.90% |
09/07/2024 | 0.68% | 7.28 CHF | 7.29 CHF | 4,400 | 4,400 | 2,912 | 2,912 | 21,608 CHF | 21,740 CHF | 99.53% | 99.53% |
08/07/2024 | 0.73% | 7.05 CHF | 7.06 CHF | 4,470 | 4,470 | 2,996 | 2,996 | 21,014 CHF | 21,150 CHF | 99.84% | 99.84% |
05/07/2024 | 0.82% | 6.77 CHF | 6.78 CHF | 4,550 | 4,550 | 3,133 | 3,133 | 19,808 CHF | 19,952 CHF | 99.63% | 99.63% |
04/07/2024 | 1.14% | 6.08 CHF | 6.15 CHF | 952 | 952 | 938 | 938 | 5,774 CHF | 5,840 CHF | 99.12% | 99.12% |
03/07/2024 | 0.82% | 6.15 CHF | 6.16 CHF | 4,740 | 4,740 | 3,164 | 3,164 | 19,479 CHF | 19,622 CHF | 99.48% | 99.48% |
02/07/2024 | 0.92% | 5.69 CHF | 5.70 CHF | 4,870 | 4,870 | 3,282 | 3,282 | 18,201 CHF | 18,351 CHF | 99.22% | 99.22% |