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 | 1,01% | 1,75 CHF | 1,76 CHF | 124 000 | 124 000 | 55 563 | 55 563 | 97 991 CHF | 98 833 CHF | 99,89% | 99,89% |
15/07/2024 | 1,06% | 1,74 CHF | 1,75 CHF | 124 000 | 124 000 | 55 332 | 55 332 | 94 730 CHF | 95 567 CHF | 100,00% | 100,00% |
12/07/2024 | 1,07% | 1,67 CHF | 1,68 CHF | 120 000 | 120 000 | 54 572 | 54 572 | 91 589 CHF | 92 415 CHF | 100,00% | 100,00% |
11/07/2024 | 1,04% | 1,68 CHF | 1,69 CHF | 122 000 | 122 000 | 55 046 | 55 046 | 94 217 CHF | 95 052 CHF | 99,81% | 99,81% |
10/07/2024 | 1,03% | 1,77 CHF | 1,78 CHF | 124 000 | 124 000 | 55 241 | 55 241 | 96 270 CHF | 97 106 CHF | 100,00% | 100,00% |
09/07/2024 | 1,06% | 1,68 CHF | 1,69 CHF | 120 000 | 120 000 | 54 662 | 54 662 | 92 299 CHF | 93 130 CHF | 99,77% | 99,77% |
08/07/2024 | 1,46% | 1,69 CHF | 1,70 CHF | 122 000 | 122 000 | 53 735 | 53 735 | 86 990 CHF | 87 962 CHF | 100,00% | 100,00% |
05/07/2024 | 1,46% | 1,61 CHF | 1,62 CHF | 118 000 | 118 000 | 53 095 | 53 095 | 84 911 CHF | 85 878 CHF | 99,70% | 99,70% |
04/07/2024 | 1,57% | 1,59 CHF | 1,61 CHF | 48 000 | 48 000 | 38 293 | 38 293 | 61 388 CHF | 62 314 CHF | 99,81% | 99,81% |
03/07/2024 | 1,47% | 1,62 CHF | 1,63 CHF | 118 000 | 118 000 | 52 483 | 52 483 | 83 675 CHF | 84 622 CHF | 100,00% | 100,00% |