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 | 1.40% | 14.72 CHF | 14.92 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 14,421 CHF | 14,625 CHF | 100.00% | 100.00% |
12/07/2024 | 1.42% | 14.01 CHF | 14.21 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 14,443 CHF | 14,649 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 14.38 CHF | 14.48 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 41,105 CHF | 41,384 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 9.82 CHF | 9.92 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 20,495 CHF | 20,702 CHF | 100.00% | 100.00% |
09/07/2024 | 1.06% | 10.32 CHF | 10.43 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 21,059 CHF | 21,283 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 11.33 CHF | 11.45 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 21,820 CHF | 22,051 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 11.53 CHF | 11.64 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 22,749 CHF | 22,974 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 11.40 CHF | 11.51 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 22,636 CHF | 22,864 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 11.38 CHF | 11.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 23,303 CHF | 23,544 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 11.80 CHF | 11.93 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 24,732 CHF | 24,994 CHF | 100.00% | 100.00% |