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 | 1,17% | 1,69 CHF | 1,71 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 93 393 CHF | 94 493 CHF | 100,00% | 100,00% |
15/07/2024 | 1,10% | 1,75 CHF | 1,77 CHF | 55 000 | 55 000 | 54 277 | 54 277 | 97 917 CHF | 99 003 CHF | 100,00% | 100,00% |
12/07/2024 | 1,12% | 1,82 CHF | 1,84 CHF | 54 000 | 54 000 | 54 774 | 54 774 | 97 235 CHF | 98 331 CHF | 100,00% | 100,00% |
11/07/2024 | 1,12% | 1,81 CHF | 1,83 CHF | 54 000 | 54 000 | 54 715 | 54 715 | 97 019 CHF | 98 114 CHF | 100,00% | 100,00% |
10/07/2024 | 1,16% | 1,72 CHF | 1,74 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 93 936 CHF | 95 036 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 1,70 CHF | 1,72 CHF | 55 000 | 55 000 | 54 965 | 54 965 | 94 983 CHF | 96 083 CHF | 100,00% | 100,00% |
08/07/2024 | 1,12% | 1,75 CHF | 1,77 CHF | 55 000 | 55 000 | 54 673 | 54 673 | 97 223 CHF | 98 317 CHF | 99,99% | 99,99% |
05/07/2024 | 1,11% | 1,77 CHF | 1,79 CHF | 55 000 | 55 000 | 54 522 | 54 522 | 97 347 CHF | 98 438 CHF | 99,82% | 99,82% |
04/07/2024 | 1,05% | 1,91 CHF | 1,93 CHF | 53 000 | 53 000 | 53 448 | 53 448 | 101 006 CHF | 102 075 CHF | 99,50% | 99,50% |
03/07/2024 | 1,08% | 1,86 CHF | 1,88 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 99 410 CHF | 100 490 CHF | 100,00% | 100,00% |