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 | 1,15% | 1,64 CHF | 1,65 CHF | 90 000 | 90 000 | 40 642 | 40 642 | 65 076 CHF | 65 695 CHF | 99,89% | 99,89% |
15/07/2024 | 1,15% | 1,46 CHF | 1,47 CHF | 94 000 | 94 000 | 41 193 | 41 193 | 61 901 CHF | 62 521 CHF | 99,99% | 99,99% |
12/07/2024 | 1,12% | 1,60 CHF | 1,61 CHF | 90 000 | 90 000 | 39 488 | 39 488 | 66 492 CHF | 67 096 CHF | 100,00% | 100,00% |
11/07/2024 | 1,27% | 1,51 CHF | 1,52 CHF | 92 000 | 92 000 | 41 764 | 41 764 | 60 863 CHF | 61 498 CHF | 99,98% | 99,98% |
10/07/2024 | 1,38% | 1,28 CHF | 1,29 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 55 547 CHF | 56 200 CHF | 99,89% | 99,89% |
09/07/2024 | 1,36% | 1,28 CHF | 1,29 CHF | 96 000 | 96 000 | 43 013 | 43 013 | 56 490 CHF | 57 143 CHF | 99,74% | 99,74% |
08/07/2024 | 1,27% | 1,31 CHF | 1,32 CHF | 96 000 | 96 000 | 42 548 | 42 548 | 58 975 CHF | 59 619 CHF | 99,32% | 99,32% |
05/07/2024 | 1,34% | 1,31 CHF | 1,32 CHF | 96 000 | 96 000 | 42 860 | 42 860 | 56 756 CHF | 57 404 CHF | 100,00% | 100,00% |
04/07/2024 | 1,51% | 1,31 CHF | 1,33 CHF | 39 000 | 39 000 | 31 054 | 31 054 | 40 708 CHF | 41 329 CHF | 99,63% | 99,63% |
03/07/2024 | 1,27% | 1,27 CHF | 1,28 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 58 465 CHF | 59 106 CHF | 100,00% | 100,00% |