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 | 2.45% | 10.45 CHF | 10.49 CHF | 7,800 | 7,800 | 3,129 | 3,129 | 31,944 CHF | 32,432 CHF | 99.96% | 99.96% |
12/07/2024 | 2.55% | 10.91 CHF | 10.95 CHF | 8,000 | 8,000 | 3,279 | 3,279 | 32,565 CHF | 33,049 CHF | 99.86% | 99.86% |
11/07/2024 | 2.61% | 10.47 CHF | 10.51 CHF | 7,300 | 7,300 | 2,861 | 2,861 | 30,188 CHF | 30,657 CHF | 99.88% | 99.88% |
10/07/2024 | 2.43% | 10.31 CHF | 10.35 CHF | 8,100 | 8,100 | 3,255 | 3,255 | 32,930 CHF | 33,423 CHF | 99.88% | 99.88% |
09/07/2024 | 2.40% | 9.54 CHF | 9.58 CHF | 7,700 | 7,700 | 3,121 | 3,121 | 31,447 CHF | 31,917 CHF | 96.93% | 96.93% |
08/07/2024 | 2.43% | 9.64 CHF | 9.67 CHF | 8,400 | 8,400 | 3,363 | 3,363 | 32,329 CHF | 32,795 CHF | 99.99% | 99.99% |
05/07/2024 | 2.53% | 8.87 CHF | 8.90 CHF | 8,400 | 8,400 | 3,326 | 3,326 | 30,266 CHF | 30,737 CHF | 99.68% | 99.68% |
04/07/2024 | 2.80% | 9.03 CHF | 9.16 CHF | 2,500 | 2,500 | 2,071 | 2,071 | 18,790 CHF | 19,278 CHF | 99.49% | 99.49% |
03/07/2024 | 2.44% | 9.01 CHF | 9.04 CHF | 8,500 | 8,500 | 3,385 | 3,385 | 30,424 CHF | 30,880 CHF | 98.88% | 98.88% |
02/07/2024 | 2.61% | 8.58 CHF | 8.61 CHF | 9,600 | 9,600 | 3,875 | 3,875 | 31,240 CHF | 31,711 CHF | 99.98% | 99.98% |