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 | 1,53% | 1,36 CHF | 1,38 CHF | 70 000 | 70 000 | 69 451 | 69 451 | 91 417 CHF | 92 817 CHF | 99,97% | 99,97% |
15/07/2024 | 1,56% | 1,28 CHF | 1,30 CHF | 70 000 | 70 000 | 69 929 | 69 929 | 89 263 CHF | 90 663 CHF | 100,00% | 100,00% |
12/07/2024 | 1,63% | 1,25 CHF | 1,27 CHF | 70 000 | 70 000 | 69 988 | 69 988 | 85 166 CHF | 86 566 CHF | 100,00% | 100,00% |
11/07/2024 | 1,56% | 1,24 CHF | 1,26 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 88 966 CHF | 90 366 CHF | 99,87% | 99,87% |
10/07/2024 | 1,62% | 1,27 CHF | 1,29 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 85 619 CHF | 87 019 CHF | 100,00% | 100,00% |
09/07/2024 | 1,54% | 1,27 CHF | 1,29 CHF | 70 000 | 70 000 | 69 772 | 69 772 | 90 374 CHF | 91 774 CHF | 99,73% | 99,73% |
08/07/2024 | 1,59% | 1,29 CHF | 1,31 CHF | 70 000 | 70 000 | 69 883 | 69 883 | 87 792 CHF | 89 192 CHF | 99,26% | 99,26% |
05/07/2024 | 1,57% | 1,24 CHF | 1,26 CHF | 70 000 | 70 000 | 69 995 | 69 995 | 88 442 CHF | 89 842 CHF | 100,00% | 100,00% |
04/07/2024 | 1,61% | 1,21 CHF | 1,23 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 86 222 CHF | 87 622 CHF | 98,82% | 98,82% |
03/07/2024 | 1,61% | 1,22 CHF | 1,24 CHF | 70 000 | 70 000 | 69 996 | 69 996 | 86 390 CHF | 87 790 CHF | 100,00% | 100,00% |