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 | 0,83% | 1,89 CHF | 1,90 CHF | 67 000 | 67 000 | 29 915 | 29 915 | 56 000 CHF | 56 392 CHF | 99,36% | 99,36% |
16/07/2024 | 1,30% | 1,88 CHF | 1,89 CHF | 67 000 | 67 000 | 22 671 | 22 671 | 41 752 CHF | 42 108 CHF | 99,90% | 99,90% |
15/07/2024 | 1,06% | 1,75 CHF | 1,76 CHF | 69 000 | 69 000 | 28 175 | 28 175 | 48 124 CHF | 48 534 CHF | 98,48% | 98,48% |
12/07/2024 | 0,91% | 1,70 CHF | 1,71 CHF | 70 000 | 70 000 | 31 597 | 31 597 | 53 419 CHF | 53 831 CHF | 99,99% | 99,99% |
11/07/2024 | 0,92% | 1,70 CHF | 1,71 CHF | 70 000 | 70 000 | 31 562 | 31 562 | 53 000 CHF | 53 412 CHF | 100,00% | 100,00% |
10/07/2024 | 0,95% | 1,64 CHF | 1,65 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 51 753 CHF | 52 168 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 1,57 CHF | 1,58 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 50 137 CHF | 50 556 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 1,61 CHF | 1,62 CHF | 71 000 | 71 000 | 32 060 | 32 060 | 50 716 CHF | 51 133 CHF | 100,00% | 100,00% |
05/07/2024 | 0,97% | 1,53 CHF | 1,54 CHF | 72 000 | 72 000 | 32 243 | 32 243 | 50 512 CHF | 50 931 CHF | 99,89% | 99,89% |
04/07/2024 | 0,95% | 1,61 CHF | 1,62 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 37 132 CHF | 37 459 CHF | 100,00% | 100,00% |