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 | 0,87% | 1,81 CHF | 1,82 CHF | 67 000 | 67 000 | 29 920 | 29 920 | 53 412 CHF | 53 803 CHF | 99,32% | 99,32% |
16/07/2024 | 1,37% | 1,79 CHF | 1,80 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 39 757 CHF | 40 113 CHF | 99,90% | 99,90% |
15/07/2024 | 1,11% | 1,67 CHF | 1,68 CHF | 69 000 | 69 000 | 28 172 | 28 172 | 45 658 CHF | 46 069 CHF | 98,47% | 98,47% |
12/07/2024 | 0,96% | 1,61 CHF | 1,62 CHF | 70 000 | 70 000 | 31 598 | 31 598 | 50 646 CHF | 51 058 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 1,61 CHF | 1,62 CHF | 70 000 | 70 000 | 31 563 | 31 563 | 50 238 CHF | 50 650 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 1,55 CHF | 1,56 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 48 999 CHF | 49 414 CHF | 100,00% | 100,00% |
09/07/2024 | 1,05% | 1,48 CHF | 1,49 CHF | 72 000 | 72 000 | 32 260 | 32 260 | 47 294 CHF | 47 713 CHF | 100,00% | 100,00% |
08/07/2024 | 1,05% | 1,53 CHF | 1,54 CHF | 71 000 | 71 000 | 32 069 | 32 069 | 47 970 CHF | 48 387 CHF | 99,72% | 99,72% |
05/07/2024 | 1,03% | 1,44 CHF | 1,45 CHF | 72 000 | 72 000 | 32 244 | 32 244 | 47 661 CHF | 48 080 CHF | 99,89% | 99,89% |
04/07/2024 | 1,01% | 1,52 CHF | 1,53 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 35 085 CHF | 35 412 CHF | 100,00% | 100,00% |