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 | 1,22% | 1,55 CHF | 1,56 CHF | 90 000 | 90 000 | 40 640 | 40 640 | 61 293 CHF | 61 911 CHF | 99,89% | 99,89% |
15/07/2024 | 1,22% | 1,37 CHF | 1,38 CHF | 94 000 | 94 000 | 41 198 | 41 198 | 58 083 CHF | 58 702 CHF | 100,00% | 100,00% |
12/07/2024 | 1,19% | 1,50 CHF | 1,51 CHF | 90 000 | 90 000 | 39 489 | 39 489 | 62 864 CHF | 63 468 CHF | 100,00% | 100,00% |
11/07/2024 | 1,36% | 1,42 CHF | 1,43 CHF | 92 000 | 92 000 | 41 757 | 41 757 | 56 994 CHF | 57 629 CHF | 99,97% | 99,97% |
10/07/2024 | 1,48% | 1,19 CHF | 1,20 CHF | 96 000 | 96 000 | 43 063 | 43 063 | 51 565 CHF | 52 218 CHF | 99,90% | 99,90% |
09/07/2024 | 1,46% | 1,18 CHF | 1,19 CHF | 96 000 | 96 000 | 43 013 | 43 013 | 52 457 CHF | 53 109 CHF | 99,73% | 99,73% |
08/07/2024 | 1,36% | 1,22 CHF | 1,23 CHF | 96 000 | 96 000 | 42 551 | 42 551 | 55 029 CHF | 55 673 CHF | 99,31% | 99,31% |
05/07/2024 | 1,43% | 1,22 CHF | 1,23 CHF | 96 000 | 96 000 | 42 855 | 42 855 | 52 762 CHF | 53 411 CHF | 99,99% | 99,99% |
04/07/2024 | 1,63% | 1,21 CHF | 1,23 CHF | 39 000 | 39 000 | 31 053 | 31 053 | 37 843 CHF | 38 464 CHF | 99,64% | 99,64% |
03/07/2024 | 1,36% | 1,18 CHF | 1,19 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 54 578 CHF | 55 219 CHF | 100,00% | 100,00% |