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 | 1.73% | 16.02 CHF | 16.34 CHF | 8,881 | 2,000 | 8,816 | 2,000 | 153,822 CHF | 35,511 CHF | 99.66% | 99.66% |
12/07/2024 | 1.64% | 16.68 CHF | 16.92 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 148,456 CHF | 37,726 CHF | 93.53% | 93.53% |
11/07/2024 | 1.68% | 13.76 CHF | 13.98 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 132,107 CHF | 33,585 CHF | 98.79% | 98.79% |
10/07/2024 | 1.78% | 12.30 CHF | 12.50 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 112,105 CHF | 28,529 CHF | 100.00% | 100.00% |
09/07/2024 | 1.78% | 11.08 CHF | 11.30 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 119,394 CHF | 30,383 CHF | 99.94% | 99.94% |
08/07/2024 | 1.65% | 11.96 CHF | 12.16 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 116,339 CHF | 29,568 CHF | 99.66% | 99.66% |
05/07/2024 | 1.82% | 11.12 CHF | 11.36 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 130,910 CHF | 33,324 CHF | 98.93% | 98.93% |
04/07/2024 | 1.73% | 13.36 CHF | 13.60 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 131,485 CHF | 33,446 CHF | 99.48% | 99.48% |
03/07/2024 | 1.61% | 12.72 CHF | 12.92 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 124,380 CHF | 31,601 CHF | 99.92% | 99.92% |
02/07/2024 | 2.21% | 11.10 CHF | 11.34 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 106,263 CHF | 27,159 CHF | 99.85% | 99.85% |