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 | 1,00% | 54,33 CHF | 54,88 CHF | 12 500 | 11 515 | 12 500 | 12 242 | 670 716 CHF | 663 436 CHF | 100,00% | 100,00% |
15/07/2024 | 1,00% | 53,22 CHF | 53,75 CHF | 12 263 | 11 998 | 12 404 | 12 359 | 657 763 CHF | 661 931 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 48,96 CHF | 49,45 CHF | 12 500 | 12 250 | 12 500 | 12 251 | 605 975 CHF | 599 897 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 48,82 CHF | 49,31 CHF | 12 345 | 12 500 | 12 443 | 12 500 | 614 998 CHF | 624 044 CHF | 99,94% | 99,94% |
10/07/2024 | 1,00% | 49,02 CHF | 49,51 CHF | 12 500 | 11 501 | 12 500 | 11 990 | 618 941 CHF | 599 700 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 48,52 CHF | 49,01 CHF | 12 500 | 10 100 | 12 500 | 12 046 | 608 714 CHF | 592 542 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 47,85 CHF | 48,33 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 602 270 CHF | 608 334 CHF | 99,72% | 99,72% |
05/07/2024 | 1,00% | 47,81 CHF | 48,29 CHF | 11 950 | 11 675 | 12 032 | 11 993 | 561 546 CHF | 565 243 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 48,93 CHF | 49,42 CHF | 12 194 | 12 199 | 12 381 | 12 268 | 607 074 CHF | 607 547 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 51,20 CHF | 51,71 CHF | 12 473 | 12 104 | 12 474 | 12 207 | 642 348 CHF | 634 950 CHF | 99,69% | 99,69% |