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 | 1,62% | 1,25 CHF | 1,27 CHF | 70 000 | 70 000 | 68 669 | 68 669 | 87 772 CHF | 89 167 CHF | 99,99% | 99,99% |
15/07/2024 | 1,61% | 1,27 CHF | 1,29 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 87 786 CHF | 89 181 CHF | 100,00% | 100,00% |
12/07/2024 | 1,52% | 1,28 CHF | 1,30 CHF | 70 000 | 70 000 | 69 222 | 69 222 | 92 985 CHF | 94 380 CHF | 98,46% | 98,46% |
11/07/2024 | 1,50% | 1,35 CHF | 1,37 CHF | 70 000 | 70 000 | 69 226 | 69 226 | 94 499 CHF | 95 894 CHF | 98,72% | 98,72% |
10/07/2024 | 1,48% | 1,42 CHF | 1,44 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 95 607 CHF | 97 002 CHF | 100,00% | 100,00% |
09/07/2024 | 1,48% | 1,37 CHF | 1,39 CHF | 70 000 | 70 000 | 69 074 | 69 074 | 95 930 CHF | 97 325 CHF | 100,00% | 100,00% |
08/07/2024 | 1,47% | 1,39 CHF | 1,41 CHF | 70 000 | 70 000 | 69 076 | 69 076 | 96 412 CHF | 97 807 CHF | 98,24% | 98,24% |
05/07/2024 | 1,45% | 1,42 CHF | 1,44 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 97 653 CHF | 99 048 CHF | 100,00% | 100,00% |
04/07/2024 | 1,46% | 1,40 CHF | 1,42 CHF | 36 000 | 36 000 | 62 067 | 62 067 | 86 675 CHF | 87 924 CHF | 100,00% | 100,00% |
03/07/2024 | 1,46% | 1,41 CHF | 1,43 CHF | 70 000 | 70 000 | 69 234 | 69 234 | 96 635 CHF | 98 030 CHF | 100,00% | 100,00% |