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% | 13.30 CHF | 13.35 CHF | 2,250 | 2,250 | 1,509 | 1,509 | 19,416 CHF | 19,557 CHF | 99.97% | 99.97% |
12/07/2024 | 0.90% | 12.70 CHF | 12.75 CHF | 2,580 | 2,580 | 1,770 | 1,770 | 19,614 CHF | 19,771 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 11.85 CHF | 11.90 CHF | 2,080 | 2,080 | 1,369 | 1,369 | 17,999 CHF | 18,166 CHF | 99.86% | 99.86% |
10/07/2024 | 1.02% | 13.45 CHF | 13.50 CHF | 2,110 | 2,110 | 1,416 | 1,416 | 18,749 CHF | 18,922 CHF | 99.39% | 99.39% |
09/07/2024 | 0.73% | 12.10 CHF | 12.15 CHF | 2,330 | 2,330 | 1,525 | 1,525 | 20,880 CHF | 21,022 CHF | 99.42% | 99.42% |
08/07/2024 | 0.90% | 11.25 CHF | 11.30 CHF | 3,050 | 3,050 | 2,068 | 2,068 | 21,877 CHF | 22,055 CHF | 99.94% | 99.94% |
05/07/2024 | 0.99% | 8.91 CHF | 8.95 CHF | 3,570 | 3,570 | 2,442 | 2,442 | 19,156 CHF | 19,330 CHF | 99.60% | 99.60% |
04/07/2024 | 1.57% | 7.67 CHF | 7.79 CHF | 734 | 734 | 725 | 725 | 5,568 CHF | 5,655 CHF | 99.44% | 99.44% |
03/07/2024 | 0.92% | 7.55 CHF | 7.59 CHF | 3,770 | 3,770 | 2,516 | 2,516 | 18,891 CHF | 19,052 CHF | 99.47% | 99.47% |
02/07/2024 | 0.98% | 7.07 CHF | 7.11 CHF | 3,920 | 3,920 | 2,615 | 2,615 | 18,446 CHF | 18,614 CHF | 99.35% | 99.35% |