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 | 0.62% | 4.83 CHF | 4.85 CHF | 8,270 | 8,270 | 5,557 | 5,557 | 27,437 CHF | 27,596 CHF | 99.96% | 99.96% |
12/07/2024 | 0.54% | 4.96 CHF | 4.98 CHF | 7,130 | 7,130 | 4,888 | 4,888 | 27,151 CHF | 27,291 CHF | 99.99% | 99.99% |
11/07/2024 | 0.54% | 5.44 CHF | 5.45 CHF | 8,720 | 8,720 | 5,734 | 5,734 | 29,445 CHF | 29,585 CHF | 99.83% | 99.83% |
10/07/2024 | 0.60% | 5.12 CHF | 5.14 CHF | 8,190 | 8,190 | 5,486 | 5,486 | 28,228 CHF | 28,385 CHF | 99.52% | 99.52% |
09/07/2024 | 0.63% | 5.52 CHF | 5.54 CHF | 7,610 | 7,610 | 4,972 | 4,972 | 24,936 CHF | 25,078 CHF | 99.38% | 99.38% |
08/07/2024 | 0.62% | 5.97 CHF | 5.99 CHF | 5,500 | 5,500 | 3,724 | 3,724 | 23,442 CHF | 23,578 CHF | 99.86% | 99.86% |
05/07/2024 | 0.58% | 7.26 CHF | 7.28 CHF | 5,040 | 5,040 | 3,444 | 3,444 | 27,540 CHF | 27,686 CHF | 99.66% | 99.66% |
04/07/2024 | 0.87% | 8.10 CHF | 8.17 CHF | 1,034 | 1,034 | 1,022 | 1,022 | 8,297 CHF | 8,369 CHF | 99.44% | 99.44% |
03/07/2024 | 0.60% | 8.26 CHF | 8.29 CHF | 5,060 | 5,060 | 3,375 | 3,375 | 28,033 CHF | 28,190 CHF | 99.47% | 99.47% |
02/07/2024 | 0.57% | 8.70 CHF | 8.73 CHF | 4,900 | 4,900 | 3,266 | 3,266 | 28,418 CHF | 28,570 CHF | 99.58% | 99.58% |