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 | 1,82% | 1,08 CHF | 1,10 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 106 278 CHF | 108 225 CHF | 99,99% | 99,99% |
15/07/2024 | 1,91% | 1,07 CHF | 1,09 CHF | 97 000 | 97 000 | 96 256 | 96 256 | 99 609 CHF | 101 534 CHF | 100,00% | 100,00% |
12/07/2024 | 1,93% | 1,04 CHF | 1,06 CHF | 96 000 | 96 000 | 96 228 | 96 228 | 98 872 CHF | 100 797 CHF | 100,00% | 100,00% |
11/07/2024 | 1,88% | 1,01 CHF | 1,03 CHF | 96 000 | 96 000 | 96 680 | 96 680 | 102 239 CHF | 104 174 CHF | 100,00% | 100,00% |
10/07/2024 | 1,72% | 1,12 CHF | 1,14 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 114 000 CHF | 115 973 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 1,17 CHF | 1,19 CHF | 99 000 | 99 000 | 97 597 | 97 597 | 107 943 CHF | 109 896 CHF | 99,77% | 99,77% |
08/07/2024 | 1,68% | 1,20 CHF | 1,22 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 117 249 CHF | 119 230 CHF | 99,28% | 99,28% |
05/07/2024 | 1,67% | 1,19 CHF | 1,21 CHF | 99 000 | 99 000 | 99 201 | 99 201 | 117 875 CHF | 119 859 CHF | 99,99% | 99,99% |
04/07/2024 | 1,63% | 1,20 CHF | 1,22 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 121 124 CHF | 123 119 CHF | 99,59% | 99,59% |
03/07/2024 | 1,60% | 1,24 CHF | 1,26 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 123 907 CHF | 125 910 CHF | 100,00% | 100,00% |