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 | 0.80% | 13.30 CHF | 13.35 CHF | 1,720 | 1,720 | 1,155 | 1,155 | 14,714 CHF | 14,822 CHF | 99.93% | 99.93% |
12/07/2024 | 0.96% | 12.50 CHF | 12.55 CHF | 2,080 | 2,080 | 1,424 | 1,424 | 14,939 CHF | 15,065 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 11.65 CHF | 11.70 CHF | 1,500 | 1,500 | 985 | 985 | 13,255 CHF | 13,375 CHF | 99.82% | 99.82% |
10/07/2024 | 0.99% | 13.85 CHF | 13.90 CHF | 1,540 | 1,540 | 1,035 | 1,035 | 14,059 CHF | 14,186 CHF | 99.52% | 99.52% |
09/07/2024 | 0.70% | 12.00 CHF | 12.05 CHF | 1,760 | 1,760 | 1,151 | 1,151 | 16,290 CHF | 16,397 CHF | 99.46% | 99.46% |
08/07/2024 | 0.89% | 10.95 CHF | 11.00 CHF | 2,510 | 2,510 | 1,700 | 1,700 | 17,339 CHF | 17,478 CHF | 99.94% | 99.94% |
05/07/2024 | 0.96% | 8.16 CHF | 8.19 CHF | 3,060 | 3,060 | 2,094 | 2,094 | 14,495 CHF | 14,620 CHF | 99.60% | 99.60% |
04/07/2024 | 1.49% | 6.73 CHF | 6.83 CHF | 628 | 628 | 622 | 622 | 4,187 CHF | 4,249 CHF | 99.44% | 99.44% |
03/07/2024 | 0.90% | 6.57 CHF | 6.60 CHF | 3,260 | 3,260 | 2,178 | 2,178 | 14,205 CHF | 14,322 CHF | 99.47% | 99.47% |
02/07/2024 | 0.97% | 6.01 CHF | 6.04 CHF | 3,440 | 3,440 | 2,296 | 2,296 | 13,771 CHF | 13,893 CHF | 99.38% | 99.38% |