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 | 1,71% | 1,14 CHF | 1,16 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 112 588 CHF | 114 536 CHF | 100,00% | 100,00% |
15/07/2024 | 1,81% | 1,13 CHF | 1,15 CHF | 97 000 | 97 000 | 96 256 | 96 256 | 105 712 CHF | 107 637 CHF | 100,00% | 100,00% |
12/07/2024 | 1,82% | 1,11 CHF | 1,13 CHF | 96 000 | 96 000 | 96 229 | 96 229 | 105 033 CHF | 106 957 CHF | 100,00% | 100,00% |
11/07/2024 | 1,77% | 1,07 CHF | 1,09 CHF | 96 000 | 96 000 | 96 679 | 96 679 | 108 420 CHF | 110 355 CHF | 100,00% | 100,00% |
10/07/2024 | 1,63% | 1,18 CHF | 1,20 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 120 218 CHF | 122 191 CHF | 100,00% | 100,00% |
09/07/2024 | 1,70% | 1,23 CHF | 1,25 CHF | 99 000 | 99 000 | 97 661 | 97 661 | 114 218 CHF | 116 171 CHF | 99,73% | 99,73% |
08/07/2024 | 1,59% | 1,26 CHF | 1,28 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 123 553 CHF | 125 534 CHF | 99,31% | 99,31% |
05/07/2024 | 1,59% | 1,25 CHF | 1,27 CHF | 99 000 | 99 000 | 99 201 | 99 201 | 124 122 CHF | 126 106 CHF | 99,99% | 99,99% |
04/07/2024 | 1,55% | 1,27 CHF | 1,29 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 127 508 CHF | 129 502 CHF | 99,65% | 99,65% |
03/07/2024 | 1,53% | 1,31 CHF | 1,33 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 130 226 CHF | 132 230 CHF | 100,00% | 100,00% |