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 | 1.16% | 5.00 CHF | 5.06 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 13,872 CHF | 14,034 CHF | 99.99% | 99.99% |
12/07/2024 | 1.12% | 5.67 CHF | 5.73 CHF | 2,800 | 2,800 | 2,800 | 2,800 | 14,911 CHF | 15,079 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 5.37 CHF | 5.42 CHF | 3,100 | 3,100 | 3,163 | 3,163 | 15,279 CHF | 15,437 CHF | 99.82% | 99.82% |
10/07/2024 | 1.10% | 4.49 CHF | 4.54 CHF | 3,800 | 3,800 | 3,800 | 3,800 | 17,129 CHF | 17,319 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 3.95 CHF | 4.01 CHF | 2,500 | 2,500 | 2,501 | 2,501 | 11,083 CHF | 11,251 CHF | 99.73% | 99.73% |
08/07/2024 | 1.16% | 5.68 CHF | 5.75 CHF | 2,200 | 2,200 | 2,200 | 2,200 | 13,219 CHF | 13,373 CHF | 99.99% | 99.99% |
05/07/2024 | 1.07% | 6.84 CHF | 6.92 CHF | 2,100 | 2,100 | 2,009 | 2,009 | 14,909 CHF | 15,069 CHF | 99.80% | 99.80% |
04/07/2024 | 1.10% | 7.20 CHF | 7.28 CHF | 2,100 | 2,100 | 2,100 | 2,100 | 15,166 CHF | 15,334 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 7.18 CHF | 7.25 CHF | 2,300 | 2,300 | 2,330 | 2,330 | 16,272 CHF | 16,435 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 6.16 CHF | 6.23 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 14,375 CHF | 14,550 CHF | 99.97% | 99.97% |