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 | 1,46% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 95 055 | 95 055 | 99 788 CHF | 101 096 CHF | 99,90% | 99,90% |
15/07/2024 | 1,42% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 93 566 | 93 566 | 100 686 CHF | 101 976 CHF | 99,09% | 99,09% |
12/07/2024 | 1,57% | 1,07 CHF | 1,08 CHF | 190 000 | 190 000 | 96 423 | 96 423 | 96 939 CHF | 98 278 CHF | 100,00% | 100,00% |
11/07/2024 | 1,44% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 94 044 | 94 044 | 100 041 CHF | 101 342 CHF | 100,00% | 100,00% |
10/07/2024 | 1,44% | 1,08 CHF | 1,09 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 99 867 CHF | 101 156 CHF | 100,00% | 100,00% |
09/07/2024 | 1,39% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 95 329 | 95 329 | 102 860 CHF | 104 168 CHF | 98,82% | 98,82% |
08/07/2024 | 1,69% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 97 423 | 97 423 | 92 246 CHF | 93 601 CHF | 100,00% | 100,00% |
05/07/2024 | 1,96% | 0,85 CHF | 0,86 CHF | 210 000 | 210 000 | 103 023 | 103 023 | 81 251 CHF | 82 675 CHF | 98,97% | 98,97% |
04/07/2024 | 1,95% | 0,78 CHF | 0,79 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 57 664 CHF | 58 799 CHF | 99,44% | 99,44% |
03/07/2024 | 2,00% | 0,77 CHF | 0,78 CHF | 210 000 | 210 000 | 103 138 | 103 138 | 78 921 CHF | 80 349 CHF | 99,64% | 99,64% |