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 | 1.58% | 4.42 CHF | 4.45 CHF | 7,200 | 7,200 | 3,353 | 3,353 | 16,012 CHF | 16,210 CHF | 99.72% | 99.72% |
12/07/2024 | 1.43% | 5.20 CHF | 5.23 CHF | 6,300 | 6,300 | 2,944 | 2,944 | 16,286 CHF | 16,472 CHF | 99.89% | 99.89% |
11/07/2024 | 1.33% | 5.92 CHF | 5.95 CHF | 5,500 | 5,500 | 2,553 | 2,553 | 16,594 CHF | 16,771 CHF | 99.16% | 99.16% |
10/07/2024 | 1.32% | 7.51 CHF | 7.54 CHF | 5,800 | 5,800 | 2,646 | 2,646 | 18,824 CHF | 19,004 CHF | 99.89% | 99.89% |
09/07/2024 | 1.39% | 7.15 CHF | 7.18 CHF | 5,700 | 5,700 | 2,596 | 2,596 | 17,963 CHF | 18,149 CHF | 99.99% | 99.99% |
08/07/2024 | 1.33% | 6.98 CHF | 7.01 CHF | 6,400 | 6,400 | 2,837 | 2,837 | 18,628 CHF | 18,811 CHF | 99.89% | 99.89% |
05/07/2024 | 1.29% | 6.89 CHF | 6.92 CHF | 5,800 | 5,800 | 2,638 | 2,638 | 18,445 CHF | 18,623 CHF | 97.74% | 97.74% |
04/07/2024 | 1.41% | 7.21 CHF | 7.29 CHF | 2,300 | 2,300 | 1,874 | 1,874 | 13,364 CHF | 13,546 CHF | 99.54% | 99.54% |
03/07/2024 | 1.31% | 6.82 CHF | 6.85 CHF | 5,800 | 5,800 | 2,643 | 2,643 | 18,245 CHF | 18,425 CHF | 99.90% | 99.90% |
02/07/2024 | 1.31% | 7.17 CHF | 7.20 CHF | 5,500 | 5,500 | 2,481 | 2,481 | 18,097 CHF | 18,278 CHF | 99.11% | 99.11% |