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 | 0.36% | 6.99 CHF | 7.24 CHF | 1,500 | 1,500 | 9,740 | 9,740 | 74,924 CHF | 75,129 CHF | 98.84% | 98.84% |
12/07/2024 | 0.37% | 7.30 CHF | 7.53 CHF | 1,700 | 1,700 | 10,612 | 10,612 | 75,102 CHF | 75,325 CHF | 98.97% | 98.97% |
11/07/2024 | 0.38% | 6.44 CHF | 6.69 CHF | 1,600 | 1,600 | 9,984 | 9,984 | 72,256 CHF | 72,467 CHF | 98.78% | 98.78% |
10/07/2024 | 0.39% | 7.28 CHF | 7.51 CHF | 1,700 | 1,700 | 10,886 | 10,886 | 72,971 CHF | 73,199 CHF | 98.93% | 98.93% |
09/07/2024 | 0.39% | 6.90 CHF | 7.17 CHF | 1,500 | 1,500 | 9,358 | 9,358 | 66,973 CHF | 67,172 CHF | 98.64% | 98.64% |
08/07/2024 | 0.31% | 7.80 CHF | 8.05 CHF | 1,600 | 1,600 | 10,050 | 10,050 | 77,457 CHF | 77,665 CHF | 96.81% | 96.81% |
05/07/2024 | 0.36% | 7.50 CHF | 7.74 CHF | 1,600 | 1,600 | 10,252 | 10,252 | 75,869 CHF | 76,084 CHF | 98.73% | 98.73% |
04/07/2024 | 0.35% | 7.25 CHF | 7.49 CHF | 1,600 | 1,600 | 10,590 | 10,590 | 74,728 CHF | 74,947 CHF | 97.56% | 97.56% |
03/07/2024 | 0.37% | 6.22 CHF | 6.51 CHF | 1,400 | 1,400 | 8,416 | 8,416 | 64,739 CHF | 64,915 CHF | 98.36% | 98.36% |
02/07/2024 | 0.33% | 8.77 CHF | 9.09 CHF | 1,200 | 1,200 | 7,678 | 7,678 | 69,967 CHF | 70,132 CHF | 98.69% | 98.69% |