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 | 0.62% | 9.02 CHF | 9.08 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 67,305 CHF | 67,722 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 9.26 CHF | 9.32 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 65,419 CHF | 65,830 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 9.24 CHF | 9.30 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 67,698 CHF | 68,106 CHF | 100.00% | 100.00% |
10/07/2024 | 0.60% | 8.98 CHF | 9.03 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 69,474 CHF | 69,893 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 8.33 CHF | 8.38 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 67,969 CHF | 68,389 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 8.21 CHF | 8.26 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 64,862 CHF | 65,250 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 7.55 CHF | 7.60 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 62,160 CHF | 62,578 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 8.41 CHF | 8.46 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 66,927 CHF | 67,333 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 7.91 CHF | 7.97 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 55,010 CHF | 55,393 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 8.57 CHF | 8.64 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 51,440 CHF | 51,810 CHF | 99.81% | 99.81% |