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 | 1.87% | 15.20 CHF | 15.35 CHF | 600 | 600 | 402 | 402 | 6,101 CHF | 6,208 CHF | 99.72% | 99.72% |
12/07/2024 | 2.09% | 17.20 CHF | 17.35 CHF | 580 | 580 | 399 | 399 | 5,771 CHF | 5,879 CHF | 99.96% | 99.96% |
11/07/2024 | 2.18% | 14.65 CHF | 14.85 CHF | 550 | 550 | 362 | 362 | 5,634 CHF | 5,750 CHF | 99.50% | 99.50% |
10/07/2024 | 1.93% | 15.20 CHF | 15.35 CHF | 690 | 690 | 466 | 466 | 6,289 CHF | 6,398 CHF | 99.76% | 99.76% |
09/07/2024 | 2.17% | 12.10 CHF | 12.25 CHF | 660 | 660 | 437 | 437 | 5,679 CHF | 5,795 CHF | 99.30% | 99.30% |
08/07/2024 | 1.82% | 11.15 CHF | 11.25 CHF | 850 | 850 | 568 | 568 | 6,258 CHF | 6,362 CHF | 99.75% | 99.75% |
05/07/2024 | 2.01% | 9.82 CHF | 9.90 CHF | 1,140 | 1,140 | 785 | 785 | 6,286 CHF | 6,399 CHF | 99.01% | 99.01% |
04/07/2024 | 3.27% | 7.00 CHF | 7.24 CHF | 240 | 240 | 236 | 236 | 1,718 CHF | 1,775 CHF | 99.11% | 99.11% |
03/07/2024 | 2.19% | 7.31 CHF | 7.39 CHF | 1,170 | 1,170 | 780 | 780 | 5,672 CHF | 5,787 CHF | 99.38% | 99.38% |
02/07/2024 | 2.22% | 5.86 CHF | 5.92 CHF | 1,540 | 1,540 | 1,033 | 1,033 | 5,555 CHF | 5,667 CHF | 98.55% | 98.55% |