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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,96% | 1,02 CHF | 1,03 CHF | 120 000 | 120 000 | 53 312 | 53 312 | 54 613 CHF | 55 491 CHF | 99,90% | 99,90% |
16/07/2024 | 1,55% | 1,12 CHF | 1,13 CHF | 122 000 | 122 000 | 55 095 | 55 095 | 63 032 CHF | 63 869 CHF | 99,90% | 99,90% |
15/07/2024 | 2,20% | 1,09 CHF | 1,10 CHF | 120 000 | 120 000 | 54 047 | 54 047 | 57 993 CHF | 58 969 CHF | 100,00% | 100,00% |
12/07/2024 | 1,62% | 1,08 CHF | 1,09 CHF | 120 000 | 120 000 | 54 680 | 54 680 | 60 349 CHF | 61 179 CHF | 100,00% | 100,00% |
11/07/2024 | 1,55% | 1,14 CHF | 1,15 CHF | 122 000 | 122 000 | 55 191 | 55 191 | 63 472 CHF | 64 309 CHF | 99,83% | 99,83% |
10/07/2024 | 1,57% | 1,16 CHF | 1,17 CHF | 122 000 | 122 000 | 54 892 | 54 892 | 62 711 CHF | 63 544 CHF | 100,00% | 100,00% |
09/07/2024 | 2,17% | 1,11 CHF | 1,12 CHF | 120 000 | 120 000 | 53 754 | 53 754 | 57 825 CHF | 58 798 CHF | 99,77% | 99,77% |
08/07/2024 | 2,33% | 1,03 CHF | 1,04 CHF | 118 000 | 118 000 | 53 241 | 53 241 | 53 401 CHF | 54 369 CHF | 100,00% | 100,00% |
05/07/2024 | 2,34% | 1,02 CHF | 1,03 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 52 419 CHF | 53 366 CHF | 99,81% | 99,81% |
04/07/2024 | 2,54% | 0,99 CHF | 1,01 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 36 940 CHF | 37 842 CHF | 99,98% | 99,98% |