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 | 1,09% | 1,74 CHF | 1,75 CHF | 90 000 | 90 000 | 40 646 | 40 646 | 68 835 CHF | 69 453 CHF | 99,89% | 99,89% |
15/07/2024 | 1,08% | 1,55 CHF | 1,56 CHF | 94 000 | 94 000 | 41 199 | 41 199 | 65 721 CHF | 66 341 CHF | 100,00% | 100,00% |
12/07/2024 | 1,06% | 1,69 CHF | 1,70 CHF | 90 000 | 90 000 | 39 487 | 39 487 | 70 145 CHF | 70 749 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 1,60 CHF | 1,61 CHF | 92 000 | 92 000 | 41 764 | 41 764 | 64 738 CHF | 65 374 CHF | 99,98% | 99,98% |
10/07/2024 | 1,29% | 1,38 CHF | 1,39 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 59 545 CHF | 60 198 CHF | 99,89% | 99,89% |
09/07/2024 | 1,27% | 1,37 CHF | 1,38 CHF | 96 000 | 96 000 | 43 011 | 43 011 | 60 454 CHF | 61 106 CHF | 99,72% | 99,72% |
08/07/2024 | 1,19% | 1,40 CHF | 1,41 CHF | 96 000 | 96 000 | 42 549 | 42 549 | 62 898 CHF | 63 542 CHF | 99,32% | 99,32% |
05/07/2024 | 1,25% | 1,41 CHF | 1,42 CHF | 96 000 | 96 000 | 42 860 | 42 860 | 60 740 CHF | 61 388 CHF | 100,00% | 100,00% |
04/07/2024 | 1,42% | 1,40 CHF | 1,42 CHF | 39 000 | 39 000 | 31 058 | 31 058 | 43 581 CHF | 44 202 CHF | 99,57% | 99,57% |
03/07/2024 | 1,19% | 1,37 CHF | 1,38 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 62 442 CHF | 63 082 CHF | 100,00% | 100,00% |