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 | 1.27% | 12.38 CHF | 12.43 CHF | 3,600 | 3,600 | 1,695 | 1,695 | 19,636 CHF | 19,825 CHF | 99.51% | 99.51% |
12/07/2024 | 1.29% | 10.77 CHF | 10.81 CHF | 4,100 | 4,100 | 1,895 | 1,895 | 19,377 CHF | 19,557 CHF | 99.56% | 99.56% |
11/07/2024 | 1.34% | 9.59 CHF | 9.63 CHF | 4,600 | 4,600 | 2,124 | 2,124 | 18,880 CHF | 19,064 CHF | 99.14% | 99.14% |
10/07/2024 | 1.34% | 7.78 CHF | 7.82 CHF | 4,800 | 4,800 | 2,148 | 2,148 | 17,604 CHF | 17,787 CHF | 99.89% | 99.89% |
09/07/2024 | 1.34% | 8.20 CHF | 8.24 CHF | 4,800 | 4,800 | 2,168 | 2,168 | 18,259 CHF | 18,445 CHF | 99.99% | 99.99% |
08/07/2024 | 1.33% | 8.40 CHF | 8.44 CHF | 4,500 | 4,500 | 2,001 | 2,001 | 17,855 CHF | 18,036 CHF | 99.81% | 99.81% |
05/07/2024 | 1.33% | 8.65 CHF | 8.69 CHF | 4,800 | 4,800 | 2,156 | 2,156 | 18,306 CHF | 18,489 CHF | 98.15% | 98.15% |
04/07/2024 | 1.51% | 8.24 CHF | 8.34 CHF | 1,900 | 1,900 | 1,528 | 1,528 | 12,724 CHF | 12,909 CHF | 99.68% | 99.68% |
03/07/2024 | 1.31% | 8.78 CHF | 8.82 CHF | 4,700 | 4,700 | 2,123 | 2,123 | 18,381 CHF | 18,564 CHF | 99.90% | 99.90% |
02/07/2024 | 1.35% | 8.42 CHF | 8.46 CHF | 4,900 | 4,900 | 2,248 | 2,248 | 18,521 CHF | 18,708 CHF | 99.12% | 99.12% |