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 | 0.38% | 9.15 CHF | 9.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 49,135 CHF | 49,323 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 9.80 CHF | 9.83 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 52,620 CHF | 52,830 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 9.07 CHF | 9.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 49,595 CHF | 49,776 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 9.46 CHF | 9.49 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 52,950 CHF | 53,148 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 8.74 CHF | 8.77 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 46,290 CHF | 46,469 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 9.41 CHF | 9.44 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 48,394 CHF | 48,569 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 9.22 CHF | 9.26 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 56,266 CHF | 56,466 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 8.84 CHF | 8.87 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 54,073 CHF | 54,275 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 8.89 CHF | 8.92 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 53,222 CHF | 53,406 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 7.82 CHF | 7.85 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 51,760 CHF | 51,959 CHF | 99.70% | 99.70% |