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 | 1,18% | 2,61 CHF | 2,62 CHF | 88 000 | 88 000 | 39 545 | 39 545 | 103 287 CHF | 104 207 CHF | 99,90% | 99,90% |
15/07/2024 | 1,16% | 2,65 CHF | 2,66 CHF | 88 000 | 88 000 | 36 333 | 36 333 | 97 165 CHF | 97 963 CHF | 100,00% | 100,00% |
12/07/2024 | 1,25% | 2,55 CHF | 2,56 CHF | 89 000 | 89 000 | 40 270 | 40 270 | 100 760 CHF | 101 704 CHF | 100,00% | 100,00% |
11/07/2024 | 1,23% | 2,45 CHF | 2,46 CHF | 90 000 | 90 000 | 40 258 | 40 258 | 100 360 CHF | 101 298 CHF | 99,99% | 99,99% |
10/07/2024 | 1,24% | 2,52 CHF | 2,53 CHF | 89 000 | 89 000 | 40 306 | 40 306 | 100 305 CHF | 101 249 CHF | 100,00% | 100,00% |
09/07/2024 | 1,35% | 2,39 CHF | 2,40 CHF | 90 000 | 90 000 | 38 731 | 38 731 | 91 914 CHF | 92 827 CHF | 99,76% | 99,76% |
08/07/2024 | 1,34% | 2,33 CHF | 2,34 CHF | 91 000 | 91 000 | 41 072 | 41 072 | 95 305 CHF | 96 260 CHF | 99,17% | 99,17% |
05/07/2024 | 1,44% | 2,25 CHF | 2,26 CHF | 92 000 | 92 000 | 41 926 | 41 926 | 91 365 CHF | 92 350 CHF | 99,89% | 99,89% |
04/07/2024 | 1,63% | 2,17 CHF | 2,20 CHF | 37 000 | 37 000 | 30 549 | 30 549 | 65 576 CHF | 66 619 CHF | 99,54% | 99,54% |
03/07/2024 | 1,37% | 2,10 CHF | 2,11 CHF | 94 000 | 94 000 | 41 189 | 41 189 | 92 375 CHF | 93 333 CHF | 100,00% | 100,00% |