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 | 0.60% | 6.97 CHF | 7.01 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 35,765 CHF | 35,981 CHF | 99.52% | 99.52% |
12/07/2024 | 0.58% | 7.74 CHF | 7.78 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 37,998 CHF | 38,217 CHF | 99.53% | 99.53% |
11/07/2024 | 0.45% | 7.75 CHF | 7.78 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 37,032 CHF | 37,198 CHF | 99.54% | 99.54% |
10/07/2024 | 0.46% | 6.81 CHF | 6.84 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 40,697 CHF | 40,884 CHF | 99.52% | 99.52% |
09/07/2024 | 0.47% | 6.50 CHF | 6.53 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 33,355 CHF | 33,513 CHF | 99.47% | 99.47% |
08/07/2024 | 0.50% | 6.64 CHF | 6.67 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 34,328 CHF | 34,501 CHF | 99.59% | 99.59% |
05/07/2024 | 0.47% | 7.25 CHF | 7.29 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 35,219 CHF | 35,385 CHF | 99.56% | 99.56% |
04/07/2024 | 0.48% | 6.98 CHF | 7.01 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 34,601 CHF | 34,767 CHF | 99.50% | 99.50% |
03/07/2024 | 0.47% | 7.00 CHF | 7.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 33,223 CHF | 33,381 CHF | 99.56% | 99.56% |
02/07/2024 | 0.54% | 6.60 CHF | 6.63 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 32,900 CHF | 33,079 CHF | 99.43% | 99.47% |