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 | 3.74% | 26.42 CHF | 26.92 CHF | 10,000 | 3,000 | 10,000 | 1,123 | 236,738 CHF | 28,481 CHF | 99.31% | 99.31% |
12/07/2024 | 3.64% | 24.37 CHF | 24.87 CHF | 10,000 | 3,000 | 10,000 | 1,121 | 240,542 CHF | 27,845 CHF | 99.65% | 99.65% |
11/07/2024 | 2.73% | 26.22 CHF | 26.72 CHF | 10,000 | 3,000 | 10,000 | 1,122 | 319,099 CHF | 35,077 CHF | 99.16% | 99.16% |
10/07/2024 | 2.81% | 31.82 CHF | 32.32 CHF | 10,000 | 3,000 | 10,000 | 1,122 | 313,236 CHF | 36,371 CHF | 99.59% | 99.59% |
09/07/2024 | 2.84% | 31.87 CHF | 32.37 CHF | 10,000 | 3,000 | 10,000 | 1,121 | 311,382 CHF | 36,416 CHF | 99.65% | 99.65% |
08/07/2024 | 2.79% | 31.06 CHF | 31.56 CHF | 10,000 | 3,000 | 10,000 | 1,121 | 313,856 CHF | 35,105 CHF | 99.65% | 99.65% |
05/07/2024 | 3.17% | 32.36 CHF | 32.86 CHF | 10,000 | 3,000 | 10,000 | 1,128 | 280,404 CHF | 34,189 CHF | 98.31% | 98.31% |
04/07/2024 | 3.71% | 26.88 CHF | 27.88 CHF | 10,000 | 600 | 10,000 | 600 | 264,626 CHF | 16,478 CHF | 99.16% | 99.16% |
03/07/2024 | 3.41% | 26.21 CHF | 26.71 CHF | 10,000 | 3,000 | 10,000 | 1,121 | 256,165 CHF | 29,260 CHF | 99.65% | 99.65% |
02/07/2024 | 3.92% | 23.84 CHF | 24.34 CHF | 10,000 | 3,000 | 10,000 | 1,121 | 223,164 CHF | 26,089 CHF | 99.47% | 99.47% |