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 | 1.61% | 10.58 CHF | 10.62 CHF | 9,400 | 9,400 | 4,619 | 4,619 | 46,624 CHF | 47,216 CHF | 99.06% | 99.06% |
12/07/2024 | 1.71% | 9.96 CHF | 9.99 CHF | 11,300 | 11,300 | 5,766 | 5,766 | 49,202 CHF | 49,808 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 9.26 CHF | 9.30 CHF | 8,500 | 8,500 | 3,957 | 3,957 | 41,598 CHF | 42,169 CHF | 99.97% | 99.97% |
10/07/2024 | 1.63% | 11.01 CHF | 11.05 CHF | 8,500 | 8,500 | 4,175 | 4,175 | 44,856 CHF | 45,439 CHF | 100.00% | 100.00% |
09/07/2024 | 1.43% | 9.54 CHF | 9.58 CHF | 10,000 | 10,000 | 4,806 | 4,806 | 51,137 CHF | 51,746 CHF | 98.35% | 98.35% |
08/07/2024 | 1.45% | 8.71 CHF | 8.74 CHF | 14,000 | 14,000 | 6,822 | 6,822 | 55,767 CHF | 56,371 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 6.46 CHF | 6.48 CHF | 17,200 | 17,200 | 8,462 | 8,462 | 46,624 CHF | 47,210 CHF | 98.84% | 98.84% |
04/07/2024 | 1.73% | 5.36 CHF | 5.40 CHF | 6,100 | 6,100 | 6,100 | 6,100 | 32,553 CHF | 33,123 CHF | 99.44% | 99.44% |
03/07/2024 | 1.72% | 5.20 CHF | 5.22 CHF | 17,800 | 17,800 | 8,771 | 8,771 | 45,038 CHF | 45,648 CHF | 99.54% | 99.54% |
02/07/2024 | 1.77% | 4.76 CHF | 4.78 CHF | 19,600 | 19,600 | 9,538 | 9,538 | 45,332 CHF | 45,960 CHF | 99.99% | 99.99% |