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 | 0.34% | 14.44 CHF | 14.49 CHF | 4,700 | 4,700 | 4,681 | 4,681 | 69,160 CHF | 69,394 CHF | 99.98% | 99.98% |
12/07/2024 | 0.31% | 13.80 CHF | 13.84 CHF | 5,400 | 5,400 | 5,485 | 5,485 | 71,535 CHF | 71,754 CHF | 99.97% | 99.97% |
11/07/2024 | 0.36% | 11.95 CHF | 11.99 CHF | 6,500 | 6,500 | 6,473 | 6,473 | 71,400 CHF | 71,659 CHF | 99.76% | 99.76% |
10/07/2024 | 0.30% | 10.48 CHF | 10.51 CHF | 7,500 | 7,500 | 7,597 | 7,597 | 75,069 CHF | 75,297 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 9.09 CHF | 9.12 CHF | 7,100 | 7,100 | 7,040 | 7,040 | 67,727 CHF | 67,938 CHF | 99.74% | 99.74% |
08/07/2024 | 0.38% | 10.01 CHF | 10.05 CHF | 6,500 | 6,500 | 6,479 | 6,479 | 68,534 CHF | 68,793 CHF | 99.98% | 99.98% |
05/07/2024 | 0.32% | 10.45 CHF | 10.48 CHF | 6,700 | 6,700 | 6,672 | 6,672 | 72,267 CHF | 72,501 CHF | 99.78% | 99.78% |
04/07/2024 | 0.31% | 10.01 CHF | 10.04 CHF | 7,000 | 7,000 | 7,259 | 7,259 | 69,754 CHF | 69,972 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 9.70 CHF | 9.73 CHF | 7,700 | 7,700 | 7,563 | 7,563 | 72,963 CHF | 73,190 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 8.64 CHF | 8.67 CHF | 6,900 | 6,900 | 6,878 | 6,878 | 57,757 CHF | 57,964 CHF | 99.39% | 99.39% |