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 | 1,09% | 1,45 CHF | 1,46 CHF | 67 000 | 67 000 | 29 918 | 29 918 | 42 720 CHF | 43 111 CHF | 99,29% | 99,29% |
16/07/2024 | 1,73% | 1,43 CHF | 1,44 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 31 575 CHF | 31 931 CHF | 99,90% | 99,90% |
15/07/2024 | 1,43% | 1,31 CHF | 1,32 CHF | 69 000 | 69 000 | 28 175 | 28 175 | 35 516 CHF | 35 927 CHF | 98,48% | 98,48% |
12/07/2024 | 1,24% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 31 599 | 31 599 | 39 266 CHF | 39 679 CHF | 100,00% | 100,00% |
11/07/2024 | 1,25% | 1,25 CHF | 1,26 CHF | 70 000 | 70 000 | 31 563 | 31 563 | 38 876 CHF | 39 288 CHF | 100,00% | 100,00% |
10/07/2024 | 1,31% | 1,19 CHF | 1,20 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 37 466 CHF | 37 881 CHF | 100,00% | 100,00% |
09/07/2024 | 1,38% | 1,12 CHF | 1,13 CHF | 72 000 | 72 000 | 32 260 | 32 260 | 35 654 CHF | 36 072 CHF | 100,00% | 100,00% |
08/07/2024 | 1,39% | 1,17 CHF | 1,18 CHF | 71 000 | 71 000 | 32 059 | 32 059 | 36 406 CHF | 36 822 CHF | 100,00% | 100,00% |
05/07/2024 | 1,35% | 1,08 CHF | 1,09 CHF | 72 000 | 72 000 | 32 244 | 32 244 | 36 037 CHF | 36 456 CHF | 99,89% | 99,89% |
04/07/2024 | 1,32% | 1,16 CHF | 1,17 CHF | 29 000 | 29 000 | 23 136 | 23 136 | 26 721 CHF | 27 048 CHF | 100,00% | 100,00% |