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 | 1,67% | 1,20 CHF | 1,21 CHF | 120 000 | 120 000 | 53 351 | 53 351 | 64 178 CHF | 65 056 CHF | 99,95% | 99,95% |
16/07/2024 | 1,34% | 1,30 CHF | 1,31 CHF | 122 000 | 122 000 | 55 095 | 55 095 | 72 995 CHF | 73 831 CHF | 99,89% | 99,89% |
15/07/2024 | 1,88% | 1,27 CHF | 1,28 CHF | 120 000 | 120 000 | 54 046 | 54 046 | 67 729 CHF | 68 705 CHF | 100,00% | 100,00% |
12/07/2024 | 1,39% | 1,26 CHF | 1,27 CHF | 120 000 | 120 000 | 54 681 | 54 681 | 70 252 CHF | 71 082 CHF | 100,00% | 100,00% |
11/07/2024 | 1,34% | 1,32 CHF | 1,33 CHF | 122 000 | 122 000 | 55 194 | 55 194 | 73 436 CHF | 74 273 CHF | 99,82% | 99,82% |
10/07/2024 | 1,36% | 1,34 CHF | 1,35 CHF | 122 000 | 122 000 | 54 893 | 54 893 | 72 715 CHF | 73 548 CHF | 100,00% | 100,00% |
09/07/2024 | 1,86% | 1,29 CHF | 1,30 CHF | 120 000 | 120 000 | 53 757 | 53 757 | 67 598 CHF | 68 570 CHF | 99,77% | 99,77% |
08/07/2024 | 1,97% | 1,21 CHF | 1,22 CHF | 118 000 | 118 000 | 53 241 | 53 241 | 63 058 CHF | 64 026 CHF | 100,00% | 100,00% |
05/07/2024 | 1,98% | 1,20 CHF | 1,21 CHF | 118 000 | 118 000 | 52 338 | 52 338 | 61 884 CHF | 62 831 CHF | 99,81% | 99,81% |
04/07/2024 | 2,15% | 1,17 CHF | 1,19 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 43 681 CHF | 44 584 CHF | 99,98% | 99,98% |