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 | 0.58% | 8.76 CHF | 8.77 CHF | 4,290 | 4,290 | 2,866 | 2,866 | 25,110 CHF | 25,239 CHF | 99.85% | 99.85% |
12/07/2024 | 0.59% | 9.03 CHF | 9.04 CHF | 4,220 | 4,220 | 2,883 | 2,883 | 24,979 CHF | 25,110 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 8.68 CHF | 8.69 CHF | 4,300 | 4,300 | 2,847 | 2,847 | 25,105 CHF | 25,234 CHF | 99.70% | 99.70% |
10/07/2024 | 0.61% | 8.76 CHF | 8.77 CHF | 4,270 | 4,270 | 2,902 | 2,902 | 24,611 CHF | 24,744 CHF | 99.90% | 99.90% |
09/07/2024 | 0.60% | 8.25 CHF | 8.26 CHF | 4,400 | 4,400 | 2,911 | 2,911 | 24,420 CHF | 24,552 CHF | 99.46% | 99.46% |
08/07/2024 | 0.64% | 8.02 CHF | 8.03 CHF | 4,470 | 4,470 | 2,996 | 2,996 | 23,912 CHF | 24,047 CHF | 99.88% | 99.88% |
05/07/2024 | 0.71% | 7.74 CHF | 7.75 CHF | 4,550 | 4,550 | 3,131 | 3,131 | 22,825 CHF | 22,969 CHF | 99.49% | 99.49% |
04/07/2024 | 0.98% | 7.05 CHF | 7.12 CHF | 952 | 952 | 938 | 938 | 6,684 CHF | 6,750 CHF | 99.12% | 99.12% |
03/07/2024 | 0.71% | 7.12 CHF | 7.13 CHF | 4,740 | 4,740 | 3,166 | 3,166 | 22,569 CHF | 22,712 CHF | 99.62% | 99.62% |
02/07/2024 | 0.79% | 6.66 CHF | 6.67 CHF | 4,870 | 4,870 | 3,273 | 3,273 | 21,336 CHF | 21,486 CHF | 99.03% | 99.03% |