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 | 1,21% | 1,66 CHF | 1,67 CHF | 120 000 | 120 000 | 53 368 | 53 368 | 88 755 CHF | 89 634 CHF | 99,97% | 99,97% |
16/07/2024 | 1,00% | 1,76 CHF | 1,77 CHF | 122 000 | 122 000 | 55 092 | 55 092 | 98 600 CHF | 99 437 CHF | 99,89% | 99,89% |
15/07/2024 | 1,37% | 1,74 CHF | 1,75 CHF | 120 000 | 120 000 | 54 048 | 54 048 | 92 837 CHF | 93 813 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 1,72 CHF | 1,73 CHF | 120 000 | 120 000 | 54 680 | 54 680 | 95 634 CHF | 96 464 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 1,79 CHF | 1,80 CHF | 122 000 | 122 000 | 55 195 | 55 195 | 99 048 CHF | 99 885 CHF | 99,82% | 99,82% |
10/07/2024 | 1,01% | 1,81 CHF | 1,82 CHF | 122 000 | 122 000 | 54 894 | 54 894 | 98 292 CHF | 99 125 CHF | 100,00% | 100,00% |
09/07/2024 | 1,36% | 1,75 CHF | 1,76 CHF | 120 000 | 120 000 | 53 765 | 53 765 | 92 571 CHF | 93 544 CHF | 99,75% | 99,75% |
08/07/2024 | 1,42% | 1,68 CHF | 1,69 CHF | 118 000 | 118 000 | 53 242 | 53 242 | 87 787 CHF | 88 755 CHF | 100,00% | 100,00% |
05/07/2024 | 1,42% | 1,66 CHF | 1,67 CHF | 118 000 | 118 000 | 52 338 | 52 338 | 86 258 CHF | 87 205 CHF | 99,81% | 99,81% |
04/07/2024 | 1,54% | 1,64 CHF | 1,66 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 61 214 CHF | 62 117 CHF | 99,98% | 99,98% |