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 | 1,44% | 1,06 CHF | 1,07 CHF | 90 000 | 90 000 | 44 499 | 44 499 | 48 081 CHF | 48 689 CHF | 99,89% | 99,89% |
15/07/2024 | 1,42% | 1,10 CHF | 1,11 CHF | 90 000 | 90 000 | 44 734 | 44 734 | 49 005 CHF | 49 614 CHF | 100,00% | 100,00% |
12/07/2024 | 1,40% | 1,09 CHF | 1,10 CHF | 90 000 | 90 000 | 44 731 | 44 731 | 49 192 CHF | 49 801 CHF | 100,00% | 100,00% |
11/07/2024 | 1,29% | 1,15 CHF | 1,16 CHF | 80 000 | 80 000 | 37 488 | 37 488 | 44 657 CHF | 45 140 CHF | 100,00% | 100,00% |
10/07/2024 | 1,31% | 1,18 CHF | 1,19 CHF | 80 000 | 80 000 | 37 284 | 37 284 | 44 341 CHF | 44 822 CHF | 100,00% | 100,00% |
09/07/2024 | 1,35% | 1,16 CHF | 1,17 CHF | 80 000 | 80 000 | 37 451 | 37 451 | 43 364 CHF | 43 848 CHF | 100,00% | 100,00% |
08/07/2024 | 1,39% | 1,11 CHF | 1,12 CHF | 90 000 | 90 000 | 44 686 | 44 686 | 49 752 CHF | 50 360 CHF | 100,00% | 100,00% |
05/07/2024 | 1,53% | 1,08 CHF | 1,09 CHF | 90 000 | 90 000 | 44 420 | 44 420 | 46 123 CHF | 46 729 CHF | 99,89% | 99,89% |
04/07/2024 | 1,45% | 1,06 CHF | 1,07 CHF | 40 000 | 40 000 | 34 565 | 34 565 | 36 408 CHF | 36 913 CHF | 100,00% | 100,00% |
03/07/2024 | 1,40% | 1,05 CHF | 1,06 CHF | 90 000 | 90 000 | 44 732 | 44 732 | 48 974 CHF | 49 583 CHF | 100,00% | 100,00% |