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 | 1,45% | 1,38 CHF | 1,39 CHF | 120 000 | 120 000 | 53 390 | 53 390 | 74 126 CHF | 75 005 CHF | 100,00% | 100,00% |
16/07/2024 | 1,18% | 1,49 CHF | 1,50 CHF | 122 000 | 122 000 | 55 086 | 55 086 | 83 235 CHF | 84 071 CHF | 99,88% | 99,88% |
15/07/2024 | 1,64% | 1,46 CHF | 1,47 CHF | 120 000 | 120 000 | 54 048 | 54 048 | 77 852 CHF | 78 828 CHF | 100,00% | 100,00% |
12/07/2024 | 1,22% | 1,44 CHF | 1,45 CHF | 120 000 | 120 000 | 54 679 | 54 679 | 80 413 CHF | 81 243 CHF | 100,00% | 100,00% |
11/07/2024 | 1,18% | 1,51 CHF | 1,52 CHF | 122 000 | 122 000 | 55 192 | 55 192 | 83 744 CHF | 84 581 CHF | 99,82% | 99,82% |
10/07/2024 | 1,19% | 1,53 CHF | 1,54 CHF | 122 000 | 122 000 | 54 892 | 54 892 | 82 955 CHF | 83 788 CHF | 100,00% | 100,00% |
09/07/2024 | 1,62% | 1,47 CHF | 1,48 CHF | 120 000 | 120 000 | 53 757 | 53 757 | 77 563 CHF | 78 536 CHF | 99,77% | 99,77% |
08/07/2024 | 1,70% | 1,40 CHF | 1,41 CHF | 118 000 | 118 000 | 53 241 | 53 241 | 72 968 CHF | 73 936 CHF | 100,00% | 100,00% |
05/07/2024 | 1,71% | 1,38 CHF | 1,39 CHF | 118 000 | 118 000 | 52 332 | 52 332 | 71 672 CHF | 72 619 CHF | 99,80% | 99,80% |
04/07/2024 | 1,85% | 1,36 CHF | 1,38 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 50 755 CHF | 51 658 CHF | 99,98% | 99,98% |