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 | 1,03% | 1,54 CHF | 1,55 CHF | 67 000 | 67 000 | 29 909 | 29 909 | 45 337 CHF | 45 728 CHF | 99,33% | 99,33% |
16/07/2024 | 1,63% | 1,52 CHF | 1,53 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 33 586 CHF | 33 942 CHF | 99,90% | 99,90% |
15/07/2024 | 1,34% | 1,39 CHF | 1,40 CHF | 69 000 | 69 000 | 28 158 | 28 158 | 37 961 CHF | 38 372 CHF | 98,21% | 98,21% |
12/07/2024 | 1,16% | 1,34 CHF | 1,35 CHF | 70 000 | 70 000 | 31 601 | 31 601 | 42 055 CHF | 42 468 CHF | 99,99% | 99,99% |
11/07/2024 | 1,17% | 1,34 CHF | 1,35 CHF | 70 000 | 70 000 | 31 563 | 31 563 | 41 641 CHF | 42 053 CHF | 100,00% | 100,00% |
10/07/2024 | 1,22% | 1,28 CHF | 1,29 CHF | 70 000 | 70 000 | 31 837 | 31 837 | 40 215 CHF | 40 629 CHF | 100,00% | 100,00% |
09/07/2024 | 1,28% | 1,21 CHF | 1,22 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 38 490 CHF | 38 908 CHF | 100,00% | 100,00% |
08/07/2024 | 1,29% | 1,25 CHF | 1,26 CHF | 71 000 | 71 000 | 32 059 | 32 059 | 39 163 CHF | 39 580 CHF | 100,00% | 100,00% |
05/07/2024 | 1,26% | 1,17 CHF | 1,18 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 38 734 CHF | 39 152 CHF | 99,62% | 99,62% |
04/07/2024 | 1,23% | 1,25 CHF | 1,26 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 28 816 CHF | 29 143 CHF | 99,60% | 99,60% |