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 | 1,15% | 1,75 CHF | 1,76 CHF | 120 000 | 120 000 | 53 369 | 53 369 | 93 775 CHF | 94 653 CHF | 99,97% | 99,97% |
16/07/2024 | 0,95% | 1,86 CHF | 1,87 CHF | 122 000 | 122 000 | 55 096 | 55 096 | 103 804 CHF | 104 641 CHF | 99,90% | 99,90% |
15/07/2024 | 1,30% | 1,83 CHF | 1,84 CHF | 120 000 | 120 000 | 54 047 | 54 047 | 97 949 CHF | 98 925 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 1,81 CHF | 1,82 CHF | 120 000 | 120 000 | 54 681 | 54 681 | 100 771 CHF | 101 601 CHF | 100,00% | 100,00% |
11/07/2024 | 0,95% | 1,88 CHF | 1,89 CHF | 122 000 | 122 000 | 55 189 | 55 189 | 104 278 CHF | 105 115 CHF | 99,82% | 99,82% |
10/07/2024 | 0,95% | 1,90 CHF | 1,91 CHF | 122 000 | 122 000 | 54 886 | 54 886 | 103 473 CHF | 104 306 CHF | 99,99% | 99,99% |
09/07/2024 | 1,28% | 1,85 CHF | 1,86 CHF | 120 000 | 120 000 | 53 756 | 53 756 | 97 720 CHF | 98 693 CHF | 99,77% | 99,77% |
08/07/2024 | 1,34% | 1,77 CHF | 1,78 CHF | 118 000 | 118 000 | 53 243 | 53 243 | 92 794 CHF | 93 762 CHF | 100,00% | 100,00% |
05/07/2024 | 1,34% | 1,76 CHF | 1,77 CHF | 118 000 | 118 000 | 52 342 | 52 342 | 91 212 CHF | 92 159 CHF | 99,81% | 99,81% |
04/07/2024 | 1,45% | 1,73 CHF | 1,75 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 64 684 CHF | 65 587 CHF | 99,98% | 99,98% |