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 | 3.32% | 5.37 CHF | 5.54 CHF | 6,500 | 6,500 | 6,110 | 6,110 | 33,572 CHF | 34,704 CHF | 99.99% | 99.99% |
12/07/2024 | 3.75% | 6.07 CHF | 6.26 CHF | 6,000 | 6,000 | 4,928 | 4,928 | 29,487 CHF | 30,599 CHF | 100.00% | 100.00% |
11/07/2024 | 3.19% | 7.93 CHF | 8.17 CHF | 4,600 | 4,600 | 4,666 | 4,666 | 34,574 CHF | 35,688 CHF | 71.55% | 71.55% |
10/07/2024 | 3.41% | 6.99 CHF | 7.23 CHF | 4,700 | 4,700 | 4,469 | 4,469 | 32,001 CHF | 33,107 CHF | 99.38% | 99.38% |
09/07/2024 | 3.06% | 6.33 CHF | 6.58 CHF | 4,400 | 4,400 | 4,166 | 4,166 | 35,627 CHF | 36,732 CHF | 99.98% | 99.98% |
08/07/2024 | 3.41% | 9.17 CHF | 9.44 CHF | 4,100 | 4,100 | 3,873 | 3,873 | 32,820 CHF | 33,948 CHF | 99.99% | 99.99% |
05/07/2024 | 2.88% | 9.99 CHF | 10.29 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 38,129 CHF | 39,240 CHF | 99.98% | 99.98% |
04/07/2024 | 3.42% | 9.39 CHF | 9.68 CHF | 3,800 | 3,800 | 3,420 | 3,420 | 32,395 CHF | 33,514 CHF | 100.00% | 100.00% |
03/07/2024 | 2.57% | 11.60 CHF | 11.94 CHF | 3,300 | 3,300 | 3,933 | 3,933 | 42,699 CHF | 43,810 CHF | 100.00% | 100.00% |
02/07/2024 | 3.06% | 9.42 CHF | 9.69 CHF | 4,100 | 4,100 | 4,479 | 4,479 | 35,641 CHF | 36,746 CHF | 99.58% | 99.58% |