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 | 1,07% | 1,66 CHF | 1,67 CHF | 124 000 | 124 000 | 55 563 | 55 563 | 92 861 CHF | 93 703 CHF | 99,89% | 99,89% |
15/07/2024 | 1,12% | 1,64 CHF | 1,65 CHF | 124 000 | 124 000 | 55 331 | 55 331 | 89 607 CHF | 90 444 CHF | 100,00% | 100,00% |
12/07/2024 | 1,13% | 1,57 CHF | 1,58 CHF | 120 000 | 120 000 | 54 572 | 54 572 | 86 553 CHF | 87 379 CHF | 99,99% | 99,99% |
11/07/2024 | 1,10% | 1,59 CHF | 1,60 CHF | 122 000 | 122 000 | 55 051 | 55 051 | 89 123 CHF | 89 958 CHF | 99,82% | 99,82% |
10/07/2024 | 1,09% | 1,67 CHF | 1,68 CHF | 124 000 | 124 000 | 55 242 | 55 242 | 91 088 CHF | 91 924 CHF | 100,00% | 100,00% |
09/07/2024 | 1,12% | 1,59 CHF | 1,60 CHF | 120 000 | 120 000 | 54 658 | 54 658 | 87 221 CHF | 88 052 CHF | 99,76% | 99,76% |
08/07/2024 | 1,54% | 1,60 CHF | 1,61 CHF | 122 000 | 122 000 | 53 735 | 53 735 | 82 056 CHF | 83 029 CHF | 100,00% | 100,00% |
05/07/2024 | 1,55% | 1,51 CHF | 1,52 CHF | 118 000 | 118 000 | 53 099 | 53 099 | 79 978 CHF | 80 945 CHF | 99,71% | 99,71% |
04/07/2024 | 1,67% | 1,50 CHF | 1,52 CHF | 48 000 | 48 000 | 38 293 | 38 293 | 57 771 CHF | 58 697 CHF | 99,81% | 99,81% |
03/07/2024 | 1,56% | 1,53 CHF | 1,54 CHF | 118 000 | 118 000 | 52 483 | 52 483 | 78 778 CHF | 79 726 CHF | 100,00% | 100,00% |