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 | 1.91% | 2.04 CHF | 2.06 CHF | 5,430 | 5,430 | 3,626 | 3,626 | 7,338 CHF | 7,466 CHF | 99.82% | 99.82% |
12/07/2024 | 1.78% | 1.82 CHF | 1.84 CHF | 5,400 | 5,400 | 3,696 | 3,696 | 7,800 CHF | 7,931 CHF | 99.97% | 99.97% |
11/07/2024 | 1.86% | 2.09 CHF | 2.11 CHF | 5,940 | 5,940 | 3,937 | 3,937 | 7,904 CHF | 8,039 CHF | 99.72% | 99.72% |
10/07/2024 | 1.87% | 2.13 CHF | 2.15 CHF | 4,360 | 4,360 | 2,965 | 2,965 | 7,037 CHF | 7,163 CHF | 99.76% | 99.76% |
09/07/2024 | 1.63% | 2.61 CHF | 2.63 CHF | 4,780 | 4,780 | 3,164 | 3,164 | 7,817 CHF | 7,932 CHF | 99.49% | 99.49% |
08/07/2024 | 1.92% | 2.94 CHF | 2.97 CHF | 3,570 | 3,570 | 2,393 | 2,393 | 7,056 CHF | 7,184 CHF | 99.73% | 99.73% |
05/07/2024 | 1.79% | 3.33 CHF | 3.37 CHF | 2,450 | 2,450 | 1,686 | 1,686 | 6,998 CHF | 7,119 CHF | 99.20% | 99.20% |
04/07/2024 | 2.68% | 4.58 CHF | 4.70 CHF | 514 | 514 | 506 | 506 | 2,257 CHF | 2,317 CHF | 99.11% | 99.11% |
03/07/2024 | 1.69% | 4.54 CHF | 4.58 CHF | 2,610 | 2,610 | 1,738 | 1,738 | 7,881 CHF | 8,004 CHF | 99.50% | 99.50% |
02/07/2024 | 1.68% | 5.79 CHF | 5.84 CHF | 1,920 | 1,920 | 1,286 | 1,286 | 7,901 CHF | 8,026 CHF | 98.39% | 98.39% |