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 | 0.93% | 3.17 CHF | 3.19 CHF | 8,200 | 8,200 | 5,509 | 5,509 | 18,046 CHF | 18,204 CHF | 99.94% | 99.94% |
12/07/2024 | 0.94% | 3.29 CHF | 3.31 CHF | 6,600 | 6,600 | 4,521 | 4,521 | 17,759 CHF | 17,920 CHF | 99.97% | 99.97% |
11/07/2024 | 0.88% | 3.82 CHF | 3.84 CHF | 8,620 | 8,620 | 5,666 | 5,666 | 19,920 CHF | 20,082 CHF | 99.85% | 99.85% |
10/07/2024 | 1.06% | 3.50 CHF | 3.52 CHF | 7,950 | 7,950 | 5,331 | 5,331 | 18,782 CHF | 18,965 CHF | 99.51% | 99.51% |
09/07/2024 | 1.19% | 3.93 CHF | 3.95 CHF | 7,110 | 7,110 | 4,647 | 4,647 | 15,728 CHF | 15,893 CHF | 99.32% | 99.32% |
08/07/2024 | 1.14% | 4.50 CHF | 4.53 CHF | 4,310 | 4,310 | 2,916 | 2,916 | 14,327 CHF | 14,482 CHF | 99.86% | 99.86% |
05/07/2024 | 0.96% | 6.13 CHF | 6.17 CHF | 3,720 | 3,720 | 2,545 | 2,545 | 18,142 CHF | 18,306 CHF | 99.60% | 99.60% |
04/07/2024 | 1.52% | 7.27 CHF | 7.38 CHF | 764 | 764 | 755 | 755 | 5,497 CHF | 5,580 CHF | 99.44% | 99.44% |
03/07/2024 | 1.00% | 7.49 CHF | 7.53 CHF | 3,700 | 3,700 | 2,468 | 2,468 | 18,600 CHF | 18,772 CHF | 99.47% | 99.47% |
02/07/2024 | 0.95% | 8.08 CHF | 8.12 CHF | 3,530 | 3,530 | 2,349 | 2,349 | 18,968 CHF | 19,135 CHF | 99.26% | 99.26% |