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 | 1,25% | 1,60 CHF | 1,62 CHF | 26 920 | 26 920 | 26 684 | 26 684 | 42 858 CHF | 43 393 CHF | 100,00% | 100,00% |
15/07/2024 | 1,14% | 1,66 CHF | 1,68 CHF | 26 820 | 26 820 | 26 245 | 26 245 | 46 215 CHF | 46 741 CHF | 100,00% | 100,00% |
12/07/2024 | 1,14% | 1,81 CHF | 1,83 CHF | 26 380 | 26 380 | 26 250 | 26 250 | 46 130 CHF | 46 656 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 1,71 CHF | 1,73 CHF | 26 570 | 26 570 | 26 420 | 26 420 | 44 518 CHF | 45 047 CHF | 99,10% | 99,10% |
10/07/2024 | 1,23% | 1,67 CHF | 1,69 CHF | 26 730 | 26 730 | 26 525 | 26 525 | 43 316 CHF | 43 847 CHF | 100,00% | 100,00% |
09/07/2024 | 1,21% | 1,62 CHF | 1,64 CHF | 26 770 | 26 770 | 26 419 | 26 419 | 44 035 CHF | 44 564 CHF | 99,20% | 99,20% |
08/07/2024 | 1,22% | 1,63 CHF | 1,65 CHF | 26 800 | 26 800 | 26 480 | 26 480 | 43 436 CHF | 43 966 CHF | 100,00% | 100,00% |
05/07/2024 | 1,22% | 1,60 CHF | 1,62 CHF | 26 880 | 26 880 | 26 532 | 26 532 | 43 595 CHF | 44 126 CHF | 99,96% | 99,96% |
04/07/2024 | 1,22% | 1,66 CHF | 1,68 CHF | 26 760 | 26 760 | 26 512 | 26 512 | 43 775 CHF | 44 305 CHF | 100,00% | 100,00% |
03/07/2024 | 1,25% | 1,64 CHF | 1,66 CHF | 26 820 | 26 820 | 26 624 | 26 624 | 42 850 CHF | 43 383 CHF | 100,00% | 100,00% |