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 | 1.31% | 6.46 CHF | 6.48 CHF | 9,900 | 9,900 | 4,377 | 4,377 | 29,725 CHF | 30,006 CHF | 97.35% | 97.35% |
12/07/2024 | 1.10% | 8.68 CHF | 8.70 CHF | 8,900 | 8,900 | 3,888 | 3,888 | 37,114 CHF | 37,402 CHF | 99.90% | 99.90% |
11/07/2024 | 1.07% | 9.34 CHF | 9.36 CHF | 9,300 | 9,300 | 4,186 | 4,186 | 38,173 CHF | 38,453 CHF | 99.89% | 99.89% |
10/07/2024 | 1.09% | 8.07 CHF | 8.09 CHF | 10,300 | 10,300 | 4,527 | 4,527 | 37,560 CHF | 37,842 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 6.55 CHF | 6.57 CHF | 13,400 | 13,400 | 6,332 | 6,332 | 36,392 CHF | 36,707 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 5.35 CHF | 5.37 CHF | 13,700 | 13,700 | 6,175 | 6,175 | 34,412 CHF | 34,719 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 5.66 CHF | 5.68 CHF | 13,200 | 13,200 | 5,912 | 5,912 | 33,498 CHF | 33,807 CHF | 99.79% | 99.79% |
04/07/2024 | 1.36% | 6.02 CHF | 6.08 CHF | 5,200 | 5,200 | 4,126 | 4,126 | 24,671 CHF | 24,987 CHF | 98.63% | 98.63% |