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 | 1,24% | 1,62 CHF | 1,64 CHF | 65 000 | 65 000 | 49 352 | 49 352 | 80 844 CHF | 81 838 CHF | 78,58% | 78,58% |
15/07/2024 | 1,28% | 1,61 CHF | 1,63 CHF | 65 000 | 65 000 | 49 331 | 49 331 | 77 486 CHF | 78 474 CHF | 86,82% | 86,82% |
12/07/2024 | 1,30% | 1,54 CHF | 1,56 CHF | 65 000 | 65 000 | 48 487 | 48 487 | 75 182 CHF | 76 154 CHF | 71,78% | 71,78% |
11/07/2024 | 1,25% | 1,55 CHF | 1,57 CHF | 65 000 | 65 000 | 48 672 | 48 672 | 77 416 CHF | 78 390 CHF | 82,89% | 82,89% |
10/07/2024 | 1,26% | 1,63 CHF | 1,65 CHF | 65 000 | 65 000 | 49 481 | 49 481 | 79 247 CHF | 80 238 CHF | 86,20% | 86,20% |
09/07/2024 | 1,29% | 1,55 CHF | 1,57 CHF | 65 000 | 65 000 | 47 907 | 47 907 | 74 663 CHF | 75 623 CHF | 80,10% | 80,10% |
08/07/2024 | 1,37% | 1,56 CHF | 1,58 CHF | 65 000 | 65 000 | 47 223 | 47 223 | 69 702 CHF | 70 648 CHF | 82,40% | 82,40% |
05/07/2024 | 1,37% | 1,47 CHF | 1,49 CHF | 65 000 | 65 000 | 47 143 | 47 143 | 69 245 CHF | 70 189 CHF | 82,83% | 82,83% |
04/07/2024 | 1,35% | 1,46 CHF | 1,48 CHF | 50 000 | 50 000 | 45 388 | 45 388 | 66 787 CHF | 67 694 CHF | 76,66% | 76,66% |
03/07/2024 | 1,37% | 1,48 CHF | 1,50 CHF | 65 000 | 65 000 | 48 881 | 48 881 | 71 281 CHF | 72 259 CHF | 70,17% | 70,17% |