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 | 1.55% | 3.75 CHF | 3.78 CHF | 4,500 | 4,500 | 3,005 | 3,005 | 11,198 CHF | 11,357 CHF | 99.82% | 99.82% |
12/07/2024 | 1.48% | 3.48 CHF | 3.51 CHF | 4,460 | 4,460 | 3,052 | 3,052 | 11,693 CHF | 11,855 CHF | 99.99% | 99.99% |
11/07/2024 | 1.56% | 3.81 CHF | 3.84 CHF | 4,800 | 4,800 | 3,182 | 3,182 | 11,789 CHF | 11,958 CHF | 99.68% | 99.68% |
10/07/2024 | 1.60% | 3.84 CHF | 3.88 CHF | 3,880 | 3,880 | 2,640 | 2,640 | 10,861 CHF | 11,028 CHF | 99.88% | 99.88% |
09/07/2024 | 1.57% | 4.39 CHF | 4.42 CHF | 4,180 | 4,180 | 2,768 | 2,768 | 11,670 CHF | 11,835 CHF | 99.43% | 99.43% |
08/07/2024 | 1.61% | 4.71 CHF | 4.75 CHF | 3,450 | 3,450 | 2,309 | 2,309 | 10,881 CHF | 11,045 CHF | 99.71% | 99.71% |
05/07/2024 | 1.61% | 5.10 CHF | 5.15 CHF | 2,700 | 2,700 | 1,850 | 1,850 | 10,808 CHF | 10,973 CHF | 99.18% | 99.18% |
04/07/2024 | 2.45% | 6.23 CHF | 6.38 CHF | 564 | 564 | 555 | 555 | 3,397 CHF | 3,481 CHF | 99.11% | 99.11% |
03/07/2024 | 1.55% | 6.20 CHF | 6.25 CHF | 2,850 | 2,850 | 1,897 | 1,897 | 11,759 CHF | 11,927 CHF | 99.38% | 99.38% |
02/07/2024 | 1.52% | 7.23 CHF | 7.29 CHF | 2,330 | 2,330 | 1,565 | 1,565 | 11,768 CHF | 11,936 CHF | 98.59% | 98.59% |