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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,77% | 1,24 CHF | 1,25 CHF | 150 000 | 150 000 | 69 088 | 69 088 | 89 572 CHF | 90 826 CHF | 97,04% | 97,04% |
15/07/2024 | 1,83% | 1,31 CHF | 1,32 CHF | 155 000 | 155 000 | 69 461 | 69 461 | 89 148 CHF | 90 408 CHF | 100,00% | 100,00% |
12/07/2024 | 1,85% | 1,30 CHF | 1,31 CHF | 155 000 | 155 000 | 68 423 | 68 423 | 86 685 CHF | 87 921 CHF | 99,97% | 99,97% |
11/07/2024 | 1,86% | 1,22 CHF | 1,23 CHF | 150 000 | 150 000 | 67 377 | 67 377 | 83 576 CHF | 84 799 CHF | 99,85% | 99,85% |
10/07/2024 | 1,85% | 1,26 CHF | 1,27 CHF | 150 000 | 150 000 | 67 380 | 67 380 | 84 537 CHF | 85 760 CHF | 99,99% | 99,99% |
09/07/2024 | 2,52% | 1,23 CHF | 1,24 CHF | 150 000 | 150 000 | 67 453 | 67 453 | 81 966 CHF | 83 523 CHF | 99,73% | 99,73% |
08/07/2024 | 2,16% | 1,13 CHF | 1,14 CHF | 145 000 | 145 000 | 66 581 | 66 581 | 78 040 CHF | 79 415 CHF | 99,92% | 99,92% |
05/07/2024 | 1,87% | 1,24 CHF | 1,25 CHF | 150 000 | 150 000 | 67 190 | 67 190 | 83 647 CHF | 84 870 CHF | 99,69% | 99,69% |
04/07/2024 | 2,32% | 1,24 CHF | 1,26 CHF | 60 000 | 60 000 | 48 304 | 48 304 | 59 473 CHF | 60 776 CHF | 99,95% | 99,95% |
03/07/2024 | 2,53% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 67 364 | 67 364 | 83 112 CHF | 84 682 CHF | 100,00% | 100,00% |