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 | 1,55% | 1,29 CHF | 1,30 CHF | 120 000 | 120 000 | 53 365 | 53 365 | 69 155 CHF | 70 033 CHF | 99,97% | 99,97% |
16/07/2024 | 1,26% | 1,39 CHF | 1,40 CHF | 122 000 | 122 000 | 55 095 | 55 095 | 78 125 CHF | 78 962 CHF | 99,89% | 99,89% |
15/07/2024 | 1,75% | 1,36 CHF | 1,37 CHF | 120 000 | 120 000 | 54 040 | 54 040 | 72 775 CHF | 73 751 CHF | 99,99% | 99,99% |
12/07/2024 | 1,30% | 1,35 CHF | 1,36 CHF | 120 000 | 120 000 | 54 681 | 54 681 | 75 361 CHF | 76 190 CHF | 100,00% | 100,00% |
11/07/2024 | 1,26% | 1,42 CHF | 1,43 CHF | 122 000 | 122 000 | 55 181 | 55 181 | 78 489 CHF | 79 326 CHF | 99,81% | 99,81% |
10/07/2024 | 1,27% | 1,43 CHF | 1,44 CHF | 122 000 | 122 000 | 54 892 | 54 892 | 77 876 CHF | 78 709 CHF | 100,00% | 100,00% |
09/07/2024 | 1,73% | 1,38 CHF | 1,39 CHF | 120 000 | 120 000 | 53 756 | 53 756 | 72 581 CHF | 73 554 CHF | 99,77% | 99,77% |
08/07/2024 | 1,83% | 1,31 CHF | 1,32 CHF | 118 000 | 118 000 | 53 236 | 53 236 | 68 001 CHF | 68 969 CHF | 99,99% | 99,99% |
05/07/2024 | 1,84% | 1,29 CHF | 1,30 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 66 721 CHF | 67 668 CHF | 99,81% | 99,81% |
04/07/2024 | 1,99% | 1,26 CHF | 1,28 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 47 189 CHF | 48 092 CHF | 99,98% | 99,98% |