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 | 1,15% | 1,68 CHF | 1,70 CHF | 17 000 | 17 000 | 17 008 | 17 008 | 29 766 CHF | 30 106 CHF | 99,98% | 99,98% |
15/07/2024 | 1,23% | 1,66 CHF | 1,68 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 27 421 CHF | 27 758 CHF | 100,00% | 100,00% |
12/07/2024 | 1,17% | 1,61 CHF | 1,63 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 29 020 CHF | 29 357 CHF | 100,00% | 100,00% |
11/07/2024 | 1,17% | 1,71 CHF | 1,73 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 28 842 CHF | 29 179 CHF | 99,54% | 99,54% |
10/07/2024 | 1,30% | 1,73 CHF | 1,75 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 26 121 CHF | 26 458 CHF | 99,90% | 99,90% |
09/07/2024 | 1,39% | 1,41 CHF | 1,43 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 24 319 CHF | 24 656 CHF | 99,93% | 99,93% |
08/07/2024 | 1,34% | 1,47 CHF | 1,49 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 25 157 CHF | 25 494 CHF | 100,00% | 100,00% |
05/07/2024 | 1,40% | 1,43 CHF | 1,45 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 24 144 CHF | 24 481 CHF | 99,84% | 99,84% |
04/07/2024 | 1,49% | 1,31 CHF | 1,33 CHF | 16 000 | 16 000 | 16 465 | 16 465 | 22 257 CHF | 22 587 CHF | 100,00% | 100,00% |
03/07/2024 | 1,49% | 1,36 CHF | 1,38 CHF | 17 000 | 17 000 | 16 397 | 16 397 | 22 040 CHF | 22 368 CHF | 99,86% | 99,86% |