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% | 1,63 CHF | 1,64 CHF | 67 000 | 67 000 | 29 909 | 29 909 | 48 075 CHF | 48 466 CHF | 99,29% | 99,29% |
16/07/2024 | 1,53% | 1,61 CHF | 1,62 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 35 685 CHF | 36 042 CHF | 99,90% | 99,90% |
15/07/2024 | 1,25% | 1,49 CHF | 1,50 CHF | 69 000 | 69 000 | 28 171 | 28 171 | 40 615 CHF | 41 026 CHF | 98,47% | 98,47% |
12/07/2024 | 1,08% | 1,43 CHF | 1,44 CHF | 70 000 | 70 000 | 31 598 | 31 598 | 44 987 CHF | 45 399 CHF | 100,00% | 100,00% |
11/07/2024 | 1,09% | 1,43 CHF | 1,44 CHF | 70 000 | 70 000 | 31 564 | 31 564 | 44 579 CHF | 44 990 CHF | 100,00% | 100,00% |
10/07/2024 | 1,14% | 1,37 CHF | 1,38 CHF | 70 000 | 70 000 | 31 837 | 31 837 | 43 253 CHF | 43 668 CHF | 100,00% | 100,00% |
09/07/2024 | 1,19% | 1,30 CHF | 1,31 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 41 491 CHF | 41 910 CHF | 100,00% | 100,00% |
08/07/2024 | 1,20% | 1,35 CHF | 1,36 CHF | 71 000 | 71 000 | 32 069 | 32 069 | 42 218 CHF | 42 636 CHF | 99,72% | 99,72% |
05/07/2024 | 1,17% | 1,26 CHF | 1,27 CHF | 72 000 | 72 000 | 32 244 | 32 244 | 41 866 CHF | 42 284 CHF | 99,89% | 99,89% |
04/07/2024 | 1,14% | 1,34 CHF | 1,35 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 30 917 CHF | 31 244 CHF | 100,00% | 100,00% |