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 | 1,26% | 1,56 CHF | 1,58 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 153 475 CHF | 155 422 CHF | 100,00% | 100,00% |
15/07/2024 | 1,31% | 1,55 CHF | 1,57 CHF | 97 000 | 97 000 | 96 256 | 96 256 | 146 096 CHF | 148 021 CHF | 99,99% | 99,99% |
12/07/2024 | 1,32% | 1,53 CHF | 1,55 CHF | 96 000 | 96 000 | 96 228 | 96 228 | 145 428 CHF | 147 352 CHF | 100,00% | 100,00% |
11/07/2024 | 1,29% | 1,49 CHF | 1,51 CHF | 96 000 | 96 000 | 96 676 | 96 676 | 149 001 CHF | 150 935 CHF | 100,00% | 100,00% |
10/07/2024 | 1,21% | 1,60 CHF | 1,62 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 161 674 CHF | 163 648 CHF | 100,00% | 100,00% |
09/07/2024 | 1,25% | 1,65 CHF | 1,67 CHF | 99 000 | 99 000 | 97 597 | 97 597 | 155 144 CHF | 157 097 CHF | 99,77% | 99,77% |
08/07/2024 | 1,19% | 1,68 CHF | 1,70 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 165 220 CHF | 167 201 CHF | 99,29% | 99,29% |
05/07/2024 | 1,19% | 1,67 CHF | 1,69 CHF | 99 000 | 99 000 | 99 200 | 99 200 | 165 832 CHF | 167 816 CHF | 100,00% | 100,00% |
04/07/2024 | 1,17% | 1,69 CHF | 1,71 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 169 460 CHF | 171 455 CHF | 99,63% | 99,63% |
03/07/2024 | 1,16% | 1,73 CHF | 1,75 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 172 401 CHF | 174 404 CHF | 100,00% | 100,00% |