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 | 1,48% | 1,08 CHF | 1,09 CHF | 67 000 | 67 000 | 29 883 | 29 883 | 31 443 CHF | 31 835 CHF | 99,32% | 99,32% |
16/07/2024 | 2,42% | 1,05 CHF | 1,06 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 22 959 CHF | 23 316 CHF | 99,90% | 99,90% |
15/07/2024 | 2,05% | 0,93 CHF | 0,94 CHF | 69 000 | 69 000 | 28 164 | 28 164 | 24 812 CHF | 25 223 CHF | 98,24% | 98,24% |
12/07/2024 | 1,78% | 0,87 CHF | 0,88 CHF | 70 000 | 70 000 | 31 599 | 31 599 | 27 276 CHF | 27 688 CHF | 99,99% | 99,99% |
11/07/2024 | 1,81% | 0,87 CHF | 0,88 CHF | 70 000 | 70 000 | 31 561 | 31 561 | 26 884 CHF | 27 296 CHF | 100,00% | 100,00% |
10/07/2024 | 1,94% | 0,81 CHF | 0,82 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 25 294 CHF | 25 709 CHF | 100,00% | 100,00% |
09/07/2024 | 2,09% | 0,74 CHF | 0,75 CHF | 72 000 | 72 000 | 32 260 | 32 260 | 23 373 CHF | 23 792 CHF | 100,00% | 100,00% |
08/07/2024 | 2,10% | 0,79 CHF | 0,80 CHF | 71 000 | 71 000 | 32 059 | 32 059 | 24 228 CHF | 24 645 CHF | 100,00% | 100,00% |
05/07/2024 | 2,03% | 0,70 CHF | 0,71 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 23 694 CHF | 24 112 CHF | 99,62% | 99,62% |
04/07/2024 | 1,97% | 0,78 CHF | 0,79 CHF | 29 000 | 29 000 | 23 156 | 23 156 | 17 933 CHF | 18 260 CHF | 99,60% | 99,60% |