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 | 0,84% | 1,87 CHF | 1,88 CHF | 67 000 | 67 000 | 29 915 | 29 915 | 55 367 CHF | 55 758 CHF | 99,35% | 99,35% |
16/07/2024 | 1,32% | 1,86 CHF | 1,87 CHF | 67 000 | 67 000 | 22 673 | 22 673 | 41 255 CHF | 41 611 CHF | 99,90% | 99,90% |
15/07/2024 | 1,07% | 1,73 CHF | 1,74 CHF | 69 000 | 69 000 | 28 159 | 28 159 | 47 476 CHF | 47 887 CHF | 98,39% | 98,39% |
12/07/2024 | 0,92% | 1,68 CHF | 1,69 CHF | 70 000 | 70 000 | 31 658 | 31 658 | 52 824 CHF | 53 237 CHF | 99,57% | 99,57% |
11/07/2024 | 0,93% | 1,67 CHF | 1,68 CHF | 70 000 | 70 000 | 31 562 | 31 562 | 52 278 CHF | 52 690 CHF | 99,99% | 99,99% |
10/07/2024 | 0,96% | 1,62 CHF | 1,63 CHF | 70 000 | 70 000 | 31 838 | 31 838 | 51 018 CHF | 51 433 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 1,55 CHF | 1,56 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 49 383 CHF | 49 802 CHF | 100,00% | 100,00% |
08/07/2024 | 1,01% | 1,59 CHF | 1,60 CHF | 71 000 | 71 000 | 32 062 | 32 062 | 49 986 CHF | 50 403 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,50 CHF | 1,51 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 49 591 CHF | 50 009 CHF | 99,62% | 99,62% |
04/07/2024 | 0,96% | 1,59 CHF | 1,60 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 36 652 CHF | 36 979 CHF | 99,60% | 99,60% |