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 | 0,91% | 1,73 CHF | 1,74 CHF | 67 000 | 67 000 | 29 911 | 29 911 | 51 050 CHF | 51 441 CHF | 99,38% | 99,38% |
16/07/2024 | 1,43% | 1,71 CHF | 1,72 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 37 955 CHF | 38 312 CHF | 99,90% | 99,90% |
15/07/2024 | 1,17% | 1,59 CHF | 1,60 CHF | 69 000 | 69 000 | 28 163 | 28 163 | 43 404 CHF | 43 815 CHF | 98,24% | 98,24% |
12/07/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 70 000 | 70 000 | 31 600 | 31 600 | 48 128 CHF | 48 540 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 1,53 CHF | 1,54 CHF | 70 000 | 70 000 | 31 562 | 31 562 | 47 718 CHF | 48 130 CHF | 100,00% | 100,00% |
10/07/2024 | 1,06% | 1,47 CHF | 1,48 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 46 438 CHF | 46 852 CHF | 100,00% | 100,00% |
09/07/2024 | 1,11% | 1,40 CHF | 1,41 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 44 698 CHF | 45 117 CHF | 100,00% | 100,00% |
08/07/2024 | 1,11% | 1,45 CHF | 1,46 CHF | 71 000 | 71 000 | 32 060 | 32 060 | 45 390 CHF | 45 806 CHF | 100,00% | 100,00% |
05/07/2024 | 1,09% | 1,36 CHF | 1,37 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 44 922 CHF | 45 340 CHF | 99,62% | 99,62% |
04/07/2024 | 1,06% | 1,44 CHF | 1,45 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 33 248 CHF | 33 575 CHF | 99,60% | 99,60% |