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 | 0.79% | 12.45 CHF | 12.50 CHF | 3,520 | 3,520 | 2,368 | 2,368 | 28,777 CHF | 28,986 CHF | 99.97% | 99.97% |
12/07/2024 | 0.90% | 12.05 CHF | 12.10 CHF | 3,850 | 3,850 | 2,638 | 2,638 | 28,962 CHF | 29,196 CHF | 99.99% | 99.99% |
11/07/2024 | 0.78% | 11.40 CHF | 11.45 CHF | 3,430 | 3,430 | 2,252 | 2,252 | 27,514 CHF | 27,713 CHF | 99.89% | 99.89% |
10/07/2024 | 0.78% | 12.40 CHF | 12.45 CHF | 3,420 | 3,420 | 2,296 | 2,296 | 28,198 CHF | 28,401 CHF | 99.60% | 99.60% |
09/07/2024 | 0.75% | 11.55 CHF | 11.60 CHF | 3,660 | 3,660 | 2,394 | 2,394 | 30,038 CHF | 30,250 CHF | 99.41% | 99.41% |
08/07/2024 | 0.82% | 10.95 CHF | 11.00 CHF | 4,370 | 4,370 | 2,956 | 2,956 | 30,960 CHF | 31,196 CHF | 99.94% | 99.94% |
05/07/2024 | 0.59% | 9.32 CHF | 9.35 CHF | 4,890 | 4,890 | 3,341 | 3,341 | 28,561 CHF | 28,716 CHF | 99.66% | 99.66% |
04/07/2024 | 0.95% | 8.43 CHF | 8.51 CHF | 1,002 | 1,002 | 992 | 992 | 8,364 CHF | 8,444 CHF | 99.44% | 99.44% |
03/07/2024 | 0.56% | 8.34 CHF | 8.36 CHF | 5,100 | 5,100 | 3,407 | 3,407 | 28,324 CHF | 28,467 CHF | 99.47% | 99.47% |
02/07/2024 | 0.58% | 7.99 CHF | 8.01 CHF | 5,240 | 5,240 | 3,496 | 3,496 | 27,892 CHF | 28,040 CHF | 99.54% | 99.54% |