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 | 1,58% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 56 778 | 38 315 | 61 899 CHF | 41 690 CHF | 77,63% | 77,63% |
16/07/2024 | 1,37% | 1,28 CHF | 1,29 CHF | 75 000 | 75 000 | 48 524 | 36 553 | 64 675 CHF | 48 980 CHF | 84,28% | 84,28% |
15/07/2024 | 1,23% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 48 087 | 36 024 | 71 900 CHF | 54 145 CHF | 91,20% | 91,20% |
12/07/2024 | 1,41% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 48 867 | 37 060 | 65 400 CHF | 50 736 CHF | 81,28% | 81,28% |
11/07/2024 | 1,33% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 48 070 | 36 220 | 64 713 CHF | 49 094 CHF | 87,51% | 87,51% |
10/07/2024 | 1,38% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 49 658 | 38 110 | 65 749 CHF | 50 845 CHF | 76,53% | 76,53% |
09/07/2024 | 1,29% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 47 626 | 35 526 | 67 834 CHF | 51 371 CHF | 95,82% | 95,82% |
08/07/2024 | 1,59% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 55 171 | 34 851 | 66 864 CHF | 44 016 CHF | 93,36% | 93,36% |
05/07/2024 | 1,64% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 55 434 | 35 338 | 62 932 CHF | 40 674 CHF | 98,17% | 98,17% |
04/07/2024 | 1,66% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 54 902 | 34 326 | 61 883 CHF | 39 290 CHF | 83,28% | 83,28% |