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 | 1,36% | 1,47 CHF | 1,48 CHF | 120 000 | 120 000 | 53 357 | 53 357 | 78 998 CHF | 79 876 CHF | 99,96% | 99,96% |
16/07/2024 | 1,11% | 1,58 CHF | 1,59 CHF | 122 000 | 122 000 | 55 096 | 55 096 | 88 443 CHF | 89 279 CHF | 99,90% | 99,90% |
15/07/2024 | 1,53% | 1,55 CHF | 1,56 CHF | 120 000 | 120 000 | 54 043 | 54 043 | 82 852 CHF | 83 827 CHF | 99,99% | 99,99% |
12/07/2024 | 1,14% | 1,54 CHF | 1,55 CHF | 120 000 | 120 000 | 54 678 | 54 678 | 85 529 CHF | 86 358 CHF | 100,00% | 100,00% |
11/07/2024 | 1,11% | 1,60 CHF | 1,61 CHF | 122 000 | 122 000 | 55 192 | 55 192 | 88 891 CHF | 89 728 CHF | 99,83% | 99,83% |
10/07/2024 | 1,12% | 1,62 CHF | 1,63 CHF | 122 000 | 122 000 | 54 886 | 54 886 | 88 138 CHF | 88 971 CHF | 99,99% | 99,99% |
09/07/2024 | 1,52% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 53 755 | 53 755 | 82 721 CHF | 83 694 CHF | 99,77% | 99,77% |
08/07/2024 | 1,59% | 1,49 CHF | 1,50 CHF | 118 000 | 118 000 | 53 242 | 53 242 | 77 966 CHF | 78 934 CHF | 100,00% | 100,00% |
05/07/2024 | 1,60% | 1,48 CHF | 1,49 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 76 569 CHF | 77 515 CHF | 99,81% | 99,81% |
04/07/2024 | 1,73% | 1,45 CHF | 1,47 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 54 197 CHF | 55 100 CHF | 99,98% | 99,98% |