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 | 0.66% | 16.00 CHF | 16.05 CHF | 960 | 960 | 647 | 647 | 9,601 CHF | 9,659 CHF | 99.92% | 99.92% |
12/07/2024 | 0.69% | 14.95 CHF | 15.00 CHF | 950 | 950 | 636 | 636 | 9,462 CHF | 9,521 CHF | 99.97% | 99.97% |
11/07/2024 | 0.82% | 15.75 CHF | 15.85 CHF | 750 | 750 | 492 | 492 | 8,959 CHF | 9,029 CHF | 99.73% | 99.73% |
10/07/2024 | 0.75% | 18.35 CHF | 18.40 CHF | 790 | 790 | 529 | 529 | 9,613 CHF | 9,677 CHF | 99.80% | 99.80% |
09/07/2024 | 0.76% | 18.35 CHF | 18.40 CHF | 790 | 790 | 527 | 527 | 9,560 CHF | 9,625 CHF | 99.37% | 99.37% |
08/07/2024 | 0.84% | 17.95 CHF | 18.05 CHF | 750 | 750 | 499 | 499 | 8,994 CHF | 9,066 CHF | 99.98% | 99.98% |
05/07/2024 | 0.83% | 18.55 CHF | 18.60 CHF | 870 | 870 | 587 | 587 | 9,812 CHF | 9,884 CHF | 99.85% | 99.85% |
04/07/2024 | 1.27% | 15.95 CHF | 16.15 CHF | 176 | 176 | 174 | 174 | 2,753 CHF | 2,787 CHF | 99.43% | 99.43% |
03/07/2024 | 0.66% | 15.60 CHF | 15.65 CHF | 910 | 910 | 610 | 610 | 9,372 CHF | 9,429 CHF | 99.66% | 99.66% |
02/07/2024 | 0.70% | 14.50 CHF | 14.55 CHF | 980 | 980 | 661 | 661 | 9,156 CHF | 9,214 CHF | 99.65% | 99.65% |