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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,00% | 2,01 CHF | 2,02 CHF | 120 000 | 120 000 | 53 367 | 53 367 | 107 633 CHF | 108 511 CHF | 99,97% | 99,97% |
16/07/2024 | 0,83% | 2,12 CHF | 2,13 CHF | 122 000 | 122 000 | 55 097 | 55 097 | 118 282 CHF | 119 118 CHF | 99,90% | 99,90% |
15/07/2024 | 1,13% | 2,09 CHF | 2,10 CHF | 120 000 | 120 000 | 54 048 | 54 048 | 112 074 CHF | 113 050 CHF | 100,00% | 100,00% |
12/07/2024 | 0,85% | 2,08 CHF | 2,09 CHF | 120 000 | 120 000 | 54 680 | 54 680 | 115 149 CHF | 115 979 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 2,14 CHF | 2,15 CHF | 122 000 | 122 000 | 55 196 | 55 196 | 118 733 CHF | 119 570 CHF | 99,83% | 99,83% |
10/07/2024 | 0,84% | 2,16 CHF | 2,17 CHF | 122 000 | 122 000 | 54 894 | 54 894 | 117 986 CHF | 118 819 CHF | 100,00% | 100,00% |
09/07/2024 | 1,12% | 2,11 CHF | 2,12 CHF | 120 000 | 120 000 | 53 758 | 53 758 | 111 821 CHF | 112 794 CHF | 99,77% | 99,77% |
08/07/2024 | 1,16% | 2,03 CHF | 2,04 CHF | 118 000 | 118 000 | 53 243 | 53 243 | 106 808 CHF | 107 776 CHF | 100,00% | 100,00% |
05/07/2024 | 1,17% | 2,02 CHF | 2,03 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 104 977 CHF | 105 924 CHF | 99,81% | 99,81% |
04/07/2024 | 1,26% | 1,99 CHF | 2,01 CHF | 47 000 | 47 000 | 37 436 | 37 436 | 74 572 CHF | 75 475 CHF | 99,98% | 99,98% |