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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 30.72% | 0.61 CHF | 0.71 CHF | 14,460 | 14,460 | 9,752 | 9,752 | 5,105 CHF | 6,840 CHF | 97.68% | 97.68% |
24/07/2024 | 23.64% | 0.72 CHF | 0.82 CHF | 14,240 | 14,240 | 9,594 | 9,594 | 6,756 CHF | 8,449 CHF | 98.47% | 98.47% |
23/07/2024 | 18.55% | 1.07 CHF | 1.20 CHF | 13,660 | 8,208 | 8,109 | 8,109 | 8,050 CHF | 9,674 CHF | 65.60% | 99.95% |
22/07/2024 | 35.50% | 1.00 CHF | 1.32 CHF | 13,810 | 831 | 831 | 831 | 770 CHF | 1,103 CHF | 0.17% | 98.47% |
19/07/2024 | 38.10% | 0.89 CHF | 1.25 CHF | 14,010 | 841 | 841 | 841 | 715 CHF | 1,051 CHF | 0.15% | 98.29% |
18/07/2024 | 18.16% | 0.88 CHF | 0.98 CHF | 14,040 | 14,040 | 9,279 | 9,279 | 8,886 CHF | 10,526 CHF | 99.43% | 99.43% |
17/07/2024 | 17.42% | 0.97 CHF | 1.07 CHF | 13,930 | 13,930 | 9,210 | 9,210 | 9,277 CHF | 10,911 CHF | 99.35% | 99.35% |
16/07/2024 | 14.47% | 1.27 CHF | 1.37 CHF | 13,400 | 13,400 | 8,948 | 8,948 | 11,105 CHF | 12,691 CHF | 99.60% | 99.60% |
15/07/2024 | 15.28% | 1.31 CHF | 1.41 CHF | 13,380 | 13,380 | 9,023 | 9,023 | 10,726 CHF | 12,326 CHF | 99.84% | 99.84% |
12/07/2024 | 15.02% | 1.23 CHF | 1.33 CHF | 13,490 | 13,490 | 9,022 | 9,022 | 10,760 CHF | 12,355 CHF | 100.00% | 100.00% |