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 | 1,03% | 1,83 CHF | 1,84 CHF | 90 000 | 90 000 | 40 637 | 40 637 | 72 594 CHF | 73 212 CHF | 99,88% | 99,88% |
15/07/2024 | 1,03% | 1,64 CHF | 1,65 CHF | 94 000 | 94 000 | 41 199 | 41 199 | 69 512 CHF | 70 131 CHF | 100,00% | 100,00% |
12/07/2024 | 1,01% | 1,78 CHF | 1,79 CHF | 90 000 | 90 000 | 39 487 | 39 487 | 73 791 CHF | 74 395 CHF | 100,00% | 100,00% |
11/07/2024 | 1,12% | 1,70 CHF | 1,71 CHF | 92 000 | 92 000 | 41 768 | 41 768 | 68 573 CHF | 69 209 CHF | 99,98% | 99,98% |
10/07/2024 | 1,21% | 1,47 CHF | 1,48 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 63 541 CHF | 64 194 CHF | 99,89% | 99,89% |
09/07/2024 | 1,19% | 1,46 CHF | 1,47 CHF | 96 000 | 96 000 | 43 015 | 43 015 | 64 428 CHF | 65 081 CHF | 99,73% | 99,73% |
08/07/2024 | 1,12% | 1,50 CHF | 1,51 CHF | 96 000 | 96 000 | 42 548 | 42 548 | 66 826 CHF | 67 470 CHF | 99,32% | 99,32% |
05/07/2024 | 1,17% | 1,50 CHF | 1,51 CHF | 96 000 | 96 000 | 42 860 | 42 860 | 64 692 CHF | 65 341 CHF | 100,00% | 100,00% |
04/07/2024 | 1,33% | 1,49 CHF | 1,51 CHF | 39 000 | 39 000 | 31 057 | 31 057 | 46 461 CHF | 47 082 CHF | 99,59% | 99,59% |
03/07/2024 | 1,13% | 1,46 CHF | 1,47 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 66 372 CHF | 67 013 CHF | 100,00% | 100,00% |