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 | 0,97% | 1,64 CHF | 1,65 CHF | 67 000 | 67 000 | 29 911 | 29 911 | 48 229 CHF | 48 620 CHF | 99,28% | 99,28% |
16/07/2024 | 1,52% | 1,62 CHF | 1,63 CHF | 67 000 | 67 000 | 22 673 | 22 673 | 35 799 CHF | 36 155 CHF | 99,90% | 99,90% |
15/07/2024 | 1,25% | 1,49 CHF | 1,50 CHF | 69 000 | 69 000 | 28 157 | 28 157 | 40 714 CHF | 41 125 CHF | 98,39% | 98,39% |
12/07/2024 | 1,08% | 1,44 CHF | 1,45 CHF | 70 000 | 70 000 | 31 664 | 31 664 | 45 226 CHF | 45 639 CHF | 99,53% | 99,53% |
11/07/2024 | 1,09% | 1,43 CHF | 1,44 CHF | 70 000 | 70 000 | 31 560 | 31 560 | 44 681 CHF | 45 093 CHF | 99,99% | 99,99% |
10/07/2024 | 1,13% | 1,38 CHF | 1,39 CHF | 70 000 | 70 000 | 31 837 | 31 837 | 43 354 CHF | 43 769 CHF | 100,00% | 100,00% |
09/07/2024 | 1,19% | 1,31 CHF | 1,32 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 41 613 CHF | 42 031 CHF | 100,00% | 100,00% |
08/07/2024 | 1,19% | 1,35 CHF | 1,36 CHF | 71 000 | 71 000 | 32 060 | 32 060 | 42 282 CHF | 42 699 CHF | 100,00% | 100,00% |
05/07/2024 | 1,17% | 1,26 CHF | 1,27 CHF | 72 000 | 72 000 | 32 137 | 32 137 | 41 859 CHF | 42 277 CHF | 99,63% | 99,63% |
04/07/2024 | 1,14% | 1,35 CHF | 1,36 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 31 061 CHF | 31 388 CHF | 99,60% | 99,60% |