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 | 1,09% | 1,84 CHF | 1,85 CHF | 120 000 | 120 000 | 53 381 | 53 381 | 98 759 CHF | 99 638 CHF | 99,98% | 99,98% |
16/07/2024 | 0,90% | 1,95 CHF | 1,96 CHF | 122 000 | 122 000 | 55 090 | 55 090 | 108 992 CHF | 109 828 CHF | 99,89% | 99,89% |
15/07/2024 | 1,23% | 1,92 CHF | 1,93 CHF | 120 000 | 120 000 | 54 048 | 54 048 | 102 989 CHF | 103 965 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,91 CHF | 1,92 CHF | 120 000 | 120 000 | 54 683 | 54 683 | 105 956 CHF | 106 786 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,98 CHF | 1,99 CHF | 122 000 | 122 000 | 55 182 | 55 182 | 109 408 CHF | 110 245 CHF | 99,81% | 99,81% |
10/07/2024 | 0,91% | 2,00 CHF | 2,01 CHF | 122 000 | 122 000 | 54 893 | 54 893 | 108 689 CHF | 109 522 CHF | 100,00% | 100,00% |
09/07/2024 | 1,22% | 1,94 CHF | 1,95 CHF | 120 000 | 120 000 | 53 758 | 53 758 | 102 730 CHF | 103 703 CHF | 99,77% | 99,77% |
08/07/2024 | 1,27% | 1,87 CHF | 1,88 CHF | 118 000 | 118 000 | 53 242 | 53 242 | 97 821 CHF | 98 789 CHF | 100,00% | 100,00% |
05/07/2024 | 1,28% | 1,85 CHF | 1,86 CHF | 118 000 | 118 000 | 52 342 | 52 342 | 96 151 CHF | 97 098 CHF | 99,81% | 99,81% |
04/07/2024 | 1,38% | 1,82 CHF | 1,84 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 68 261 CHF | 69 164 CHF | 99,98% | 99,98% |