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 | 3.13% | 6.08 CHF | 6.27 CHF | 750 | 750 | 750 | 750 | 4,417 CHF | 4,557 CHF | 100.00% | 100.00% |
12/07/2024 | 3.20% | 5.90 CHF | 6.09 CHF | 750 | 750 | 750 | 750 | 4,427 CHF | 4,571 CHF | 100.00% | 100.00% |
11/07/2024 | 2.03% | 5.77 CHF | 5.89 CHF | 750 | 750 | 750 | 750 | 4,393 CHF | 4,483 CHF | 100.00% | 100.00% |
10/07/2024 | 1.85% | 6.14 CHF | 6.25 CHF | 750 | 750 | 750 | 750 | 4,637 CHF | 4,723 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 5.96 CHF | 6.07 CHF | 750 | 750 | 750 | 750 | 4,297 CHF | 4,378 CHF | 100.00% | 100.00% |
08/07/2024 | 1.96% | 5.56 CHF | 5.67 CHF | 750 | 750 | 750 | 750 | 4,210 CHF | 4,293 CHF | 100.00% | 100.00% |
05/07/2024 | 1.91% | 5.77 CHF | 5.88 CHF | 750 | 750 | 750 | 750 | 4,285 CHF | 4,367 CHF | 100.00% | 100.00% |
04/07/2024 | 1.92% | 5.66 CHF | 5.78 CHF | 750 | 750 | 750 | 750 | 4,291 CHF | 4,374 CHF | 100.00% | 100.00% |
03/07/2024 | 2.04% | 5.71 CHF | 5.83 CHF | 750 | 750 | 750 | 750 | 4,395 CHF | 4,486 CHF | 100.00% | 100.00% |
02/07/2024 | 1.68% | 6.17 CHF | 6.30 CHF | 750 | 750 | 750 | 750 | 4,815 CHF | 4,897 CHF | 100.00% | 100.00% |