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 | 0,92% | 1,72 CHF | 1,73 CHF | 67 000 | 67 000 | 29 911 | 29 911 | 50 663 CHF | 51 054 CHF | 99,27% | 99,27% |
16/07/2024 | 1,44% | 1,70 CHF | 1,71 CHF | 67 000 | 67 000 | 22 673 | 22 673 | 37 670 CHF | 38 026 CHF | 99,90% | 99,90% |
15/07/2024 | 1,18% | 1,57 CHF | 1,58 CHF | 69 000 | 69 000 | 28 175 | 28 175 | 43 059 CHF | 43 470 CHF | 98,48% | 98,48% |
12/07/2024 | 1,02% | 1,52 CHF | 1,53 CHF | 70 000 | 70 000 | 31 600 | 31 600 | 47 742 CHF | 48 154 CHF | 100,00% | 100,00% |
11/07/2024 | 1,03% | 1,52 CHF | 1,53 CHF | 70 000 | 70 000 | 31 564 | 31 564 | 47 329 CHF | 47 741 CHF | 100,00% | 100,00% |
10/07/2024 | 1,07% | 1,46 CHF | 1,47 CHF | 70 000 | 70 000 | 31 837 | 31 837 | 45 985 CHF | 46 400 CHF | 100,00% | 100,00% |
09/07/2024 | 1,12% | 1,39 CHF | 1,40 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 44 326 CHF | 44 745 CHF | 100,00% | 100,00% |
08/07/2024 | 1,12% | 1,43 CHF | 1,44 CHF | 71 000 | 71 000 | 32 060 | 32 060 | 44 959 CHF | 45 376 CHF | 100,00% | 100,00% |
05/07/2024 | 1,10% | 1,35 CHF | 1,36 CHF | 72 000 | 72 000 | 32 245 | 32 245 | 44 706 CHF | 45 125 CHF | 99,90% | 99,90% |
04/07/2024 | 1,07% | 1,43 CHF | 1,44 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 32 963 CHF | 33 290 CHF | 100,00% | 100,00% |