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 | 1,24% | 1,27 CHF | 1,28 CHF | 67 000 | 67 000 | 29 909 | 29 909 | 37 437 CHF | 37 828 CHF | 99,35% | 99,35% |
16/07/2024 | 2,00% | 1,25 CHF | 1,26 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 27 530 CHF | 27 886 CHF | 99,90% | 99,90% |
15/07/2024 | 1,67% | 1,13 CHF | 1,14 CHF | 69 000 | 69 000 | 28 127 | 28 127 | 30 448 CHF | 30 859 CHF | 98,32% | 98,32% |
12/07/2024 | 1,44% | 1,07 CHF | 1,08 CHF | 70 000 | 70 000 | 31 598 | 31 598 | 33 638 CHF | 34 051 CHF | 100,00% | 100,00% |
11/07/2024 | 1,47% | 1,07 CHF | 1,08 CHF | 70 000 | 70 000 | 31 558 | 31 558 | 33 228 CHF | 33 640 CHF | 99,99% | 99,99% |
10/07/2024 | 1,54% | 1,01 CHF | 1,02 CHF | 70 000 | 70 000 | 31 837 | 31 837 | 31 756 CHF | 32 170 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,94 CHF | 0,95 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 29 862 CHF | 30 281 CHF | 100,00% | 100,00% |
08/07/2024 | 1,65% | 0,99 CHF | 1,00 CHF | 71 000 | 71 000 | 32 060 | 32 060 | 30 671 CHF | 31 088 CHF | 100,00% | 100,00% |
05/07/2024 | 1,61% | 0,90 CHF | 0,91 CHF | 72 000 | 72 000 | 32 135 | 32 135 | 30 141 CHF | 30 559 CHF | 99,62% | 99,62% |
04/07/2024 | 1,56% | 0,98 CHF | 0,99 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 22 581 CHF | 22 908 CHF | 99,60% | 99,60% |