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 | 1,37% | 2,26 CHF | 2,27 CHF | 88 000 | 88 000 | 39 544 | 39 544 | 89 090 CHF | 90 010 CHF | 99,90% | 99,90% |
15/07/2024 | 1,34% | 2,29 CHF | 2,30 CHF | 88 000 | 88 000 | 36 333 | 36 333 | 84 140 CHF | 84 938 CHF | 100,00% | 100,00% |
12/07/2024 | 1,46% | 2,19 CHF | 2,20 CHF | 89 000 | 89 000 | 40 272 | 40 272 | 86 335 CHF | 87 278 CHF | 100,00% | 100,00% |
11/07/2024 | 1,44% | 2,09 CHF | 2,10 CHF | 90 000 | 90 000 | 40 252 | 40 252 | 85 917 CHF | 86 854 CHF | 99,98% | 99,98% |
10/07/2024 | 1,45% | 2,16 CHF | 2,17 CHF | 89 000 | 89 000 | 40 310 | 40 310 | 85 807 CHF | 86 751 CHF | 100,00% | 100,00% |
09/07/2024 | 1,59% | 2,03 CHF | 2,04 CHF | 90 000 | 90 000 | 38 730 | 38 730 | 77 989 CHF | 78 901 CHF | 99,77% | 99,77% |
08/07/2024 | 1,59% | 1,97 CHF | 1,98 CHF | 91 000 | 91 000 | 41 071 | 41 071 | 80 577 CHF | 81 532 CHF | 99,18% | 99,18% |
05/07/2024 | 1,72% | 1,89 CHF | 1,90 CHF | 92 000 | 92 000 | 41 925 | 41 925 | 76 303 CHF | 77 288 CHF | 99,89% | 99,89% |
04/07/2024 | 1,96% | 1,81 CHF | 1,84 CHF | 37 000 | 37 000 | 30 547 | 30 547 | 54 574 CHF | 55 617 CHF | 99,57% | 99,57% |
03/07/2024 | 1,63% | 1,74 CHF | 1,75 CHF | 94 000 | 94 000 | 41 189 | 41 189 | 77 526 CHF | 78 484 CHF | 100,00% | 100,00% |