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 | 2,19% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 69 086 | 69 086 | 74 614 CHF | 75 869 CHF | 97,04% | 97,04% |
15/07/2024 | 2,09% | 1,07 CHF | 1,08 CHF | 155 000 | 155 000 | 69 491 | 69 491 | 75 703 CHF | 76 963 CHF | 100,00% | 100,00% |
12/07/2024 | 2,07% | 1,08 CHF | 1,09 CHF | 155 000 | 155 000 | 68 429 | 68 429 | 75 835 CHF | 77 070 CHF | 99,98% | 99,98% |
11/07/2024 | 2,04% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 67 393 | 67 393 | 76 598 CHF | 77 821 CHF | 99,83% | 99,83% |
10/07/2024 | 2,05% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 67 412 | 67 412 | 76 386 CHF | 77 610 CHF | 100,00% | 100,00% |
09/07/2024 | 2,60% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 67 452 | 67 452 | 78 619 CHF | 80 177 CHF | 99,74% | 99,74% |
08/07/2024 | 2,22% | 1,26 CHF | 1,27 CHF | 145 000 | 145 000 | 66 587 | 66 587 | 80 191 CHF | 81 565 CHF | 99,92% | 99,92% |
05/07/2024 | 2,02% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 67 170 | 67 170 | 76 818 CHF | 78 041 CHF | 99,70% | 99,70% |
04/07/2024 | 2,46% | 1,16 CHF | 1,18 CHF | 60 000 | 60 000 | 48 305 | 48 305 | 56 004 CHF | 57 308 CHF | 99,95% | 99,95% |
03/07/2024 | 2,62% | 1,15 CHF | 1,16 CHF | 150 000 | 150 000 | 67 367 | 67 367 | 78 109 CHF | 79 679 CHF | 100,00% | 100,00% |