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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,52% | 2,74 CHF | 2,75 CHF | 26 900 | 26 900 | 12 262 | 12 262 | 30 180 CHF | 30 503 CHF | 99,89% | 99,89% |
15/07/2024 | 1,47% | 2,31 CHF | 2,32 CHF | 31 000 | 31 000 | 13 575 | 13 575 | 29 520 CHF | 29 829 CHF | 99,99% | 99,99% |
12/07/2024 | 1,61% | 2,08 CHF | 2,09 CHF | 33 300 | 33 300 | 15 120 | 15 120 | 29 797 CHF | 30 150 CHF | 100,00% | 100,00% |
11/07/2024 | 1,70% | 1,96 CHF | 1,97 CHF | 35 000 | 35 000 | 15 793 | 15 793 | 29 406 CHF | 29 774 CHF | 100,00% | 100,00% |
10/07/2024 | 1,75% | 1,71 CHF | 1,72 CHF | 36 700 | 36 700 | 16 377 | 16 377 | 28 419 CHF | 28 799 CHF | 99,99% | 99,99% |
09/07/2024 | 1,68% | 1,78 CHF | 1,79 CHF | 35 000 | 35 000 | 15 653 | 15 653 | 28 412 CHF | 28 775 CHF | 99,74% | 99,74% |
08/07/2024 | 1,68% | 1,86 CHF | 1,87 CHF | 34 900 | 34 900 | 15 761 | 15 761 | 29 202 CHF | 29 568 CHF | 99,31% | 99,31% |
05/07/2024 | 1,62% | 1,86 CHF | 1,87 CHF | 33 900 | 33 900 | 15 210 | 15 210 | 28 694 CHF | 29 048 CHF | 99,89% | 99,89% |
04/07/2024 | 1,80% | 1,94 CHF | 1,97 CHF | 13 400 | 13 400 | 10 752 | 10 752 | 20 891 CHF | 21 258 CHF | 99,59% | 99,59% |
03/07/2024 | 1,68% | 1,89 CHF | 1,90 CHF | 35 000 | 35 000 | 15 695 | 15 695 | 29 201 CHF | 29 565 CHF | 100,00% | 100,00% |