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 | 0.72% | 14.40 CHF | 14.45 CHF | 1,390 | 1,390 | 939 | 939 | 12,758 CHF | 12,842 CHF | 99.97% | 99.97% |
12/07/2024 | 0.70% | 13.70 CHF | 13.75 CHF | 1,380 | 1,380 | 924 | 924 | 12,589 CHF | 12,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 14.20 CHF | 14.25 CHF | 1,170 | 1,170 | 771 | 771 | 12,167 CHF | 12,235 CHF | 99.88% | 99.88% |
10/07/2024 | 0.61% | 15.85 CHF | 15.90 CHF | 1,210 | 1,210 | 811 | 811 | 12,775 CHF | 12,846 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 15.85 CHF | 15.90 CHF | 1,210 | 1,210 | 808 | 808 | 12,701 CHF | 12,773 CHF | 99.56% | 99.56% |
08/07/2024 | 0.61% | 15.60 CHF | 15.65 CHF | 1,160 | 1,160 | 777 | 777 | 12,158 CHF | 12,227 CHF | 99.92% | 99.92% |
05/07/2024 | 0.66% | 15.95 CHF | 16.00 CHF | 1,290 | 1,290 | 878 | 878 | 12,949 CHF | 13,027 CHF | 99.69% | 99.69% |
04/07/2024 | 1.07% | 14.25 CHF | 14.40 CHF | 264 | 264 | 262 | 262 | 3,693 CHF | 3,733 CHF | 99.43% | 99.43% |
03/07/2024 | 0.69% | 14.00 CHF | 14.05 CHF | 1,350 | 1,350 | 902 | 902 | 12,480 CHF | 12,559 CHF | 99.66% | 99.66% |
02/07/2024 | 0.75% | 13.25 CHF | 13.30 CHF | 1,430 | 1,430 | 959 | 959 | 12,266 CHF | 12,351 CHF | 99.35% | 99.35% |