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% | 15.25 CHF | 15.40 CHF | 790 | 790 | 526 | 526 | 8,031 CHF | 8,153 CHF | 99.77% | 99.77% |
12/07/2024 | 1.72% | 16.80 CHF | 16.95 CHF | 770 | 770 | 525 | 525 | 7,732 CHF | 7,854 CHF | 99.96% | 99.96% |
11/07/2024 | 1.83% | 14.90 CHF | 15.05 CHF | 740 | 740 | 489 | 489 | 7,605 CHF | 7,734 CHF | 99.66% | 99.66% |
10/07/2024 | 1.73% | 15.30 CHF | 15.40 CHF | 870 | 870 | 589 | 589 | 8,201 CHF | 8,325 CHF | 99.88% | 99.88% |
09/07/2024 | 1.68% | 12.85 CHF | 12.95 CHF | 850 | 850 | 565 | 565 | 7,634 CHF | 7,753 CHF | 99.55% | 99.55% |
08/07/2024 | 1.64% | 12.00 CHF | 12.10 CHF | 1,030 | 1,030 | 690 | 690 | 8,173 CHF | 8,295 CHF | 99.73% | 99.73% |
05/07/2024 | 1.73% | 10.85 CHF | 10.95 CHF | 1,290 | 1,290 | 887 | 887 | 8,199 CHF | 8,328 CHF | 99.41% | 99.41% |
04/07/2024 | 2.66% | 8.36 CHF | 8.59 CHF | 270 | 270 | 266 | 266 | 2,288 CHF | 2,349 CHF | 99.11% | 99.11% |
03/07/2024 | 1.77% | 8.63 CHF | 8.71 CHF | 1,330 | 1,330 | 886 | 886 | 7,624 CHF | 7,749 CHF | 99.41% | 99.41% |
02/07/2024 | 1.84% | 7.27 CHF | 7.33 CHF | 1,640 | 1,640 | 1,098 | 1,098 | 7,481 CHF | 7,606 CHF | 98.61% | 98.61% |