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 | 1,13% | 1,83 CHF | 1,85 CHF | 72 000 | 72 000 | 72 621 | 72 621 | 127 973 CHF | 129 425 CHF | 100,00% | 100,00% |
15/07/2024 | 1,11% | 1,75 CHF | 1,77 CHF | 73 000 | 73 000 | 72 104 | 72 104 | 129 650 CHF | 131 092 CHF | 100,00% | 100,00% |
12/07/2024 | 1,11% | 1,82 CHF | 1,84 CHF | 72 000 | 72 000 | 72 088 | 72 088 | 128 674 CHF | 130 115 CHF | 100,00% | 100,00% |
11/07/2024 | 1,16% | 1,78 CHF | 1,80 CHF | 72 000 | 72 000 | 72 827 | 72 827 | 125 483 CHF | 126 941 CHF | 99,99% | 99,99% |
10/07/2024 | 1,22% | 1,65 CHF | 1,67 CHF | 74 000 | 74 000 | 74 011 | 74 011 | 120 806 CHF | 122 286 CHF | 100,00% | 100,00% |
09/07/2024 | 1,21% | 1,60 CHF | 1,62 CHF | 75 000 | 75 000 | 74 165 | 74 165 | 121 963 CHF | 123 446 CHF | 99,77% | 99,77% |
08/07/2024 | 1,21% | 1,64 CHF | 1,66 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 121 846 CHF | 123 326 CHF | 99,28% | 99,28% |
05/07/2024 | 1,18% | 1,65 CHF | 1,67 CHF | 74 000 | 74 000 | 73 459 | 73 459 | 123 941 CHF | 125 410 CHF | 100,00% | 100,00% |
04/07/2024 | 1,19% | 1,68 CHF | 1,70 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 123 236 CHF | 124 716 CHF | 99,57% | 99,57% |
03/07/2024 | 1,21% | 1,64 CHF | 1,66 CHF | 74 000 | 74 000 | 74 241 | 74 241 | 121 626 CHF | 123 111 CHF | 100,00% | 100,00% |