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 | 1,42% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 52 140 | 38 259 | 63 247 CHF | 46 494 CHF | 77,45% | 77,45% |
16/07/2024 | 1,24% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 48 531 | 36 565 | 70 908 CHF | 53 683 CHF | 84,21% | 84,21% |
15/07/2024 | 1,13% | 1,57 CHF | 1,58 CHF | 75 000 | 75 000 | 45 204 | 36 052 | 73 229 CHF | 58 799 CHF | 91,13% | 91,13% |
12/07/2024 | 1,29% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 48 881 | 37 080 | 71 658 CHF | 55 497 CHF | 81,16% | 81,16% |
11/07/2024 | 1,22% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 48 105 | 36 272 | 70 924 CHF | 53 809 CHF | 87,44% | 87,44% |
10/07/2024 | 1,25% | 1,48 CHF | 1,49 CHF | 75 000 | 75 000 | 49 721 | 38 203 | 72 210 CHF | 55 867 CHF | 76,64% | 76,64% |
09/07/2024 | 1,18% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 47 583 | 35 464 | 73 838 CHF | 55 807 CHF | 95,60% | 95,60% |
08/07/2024 | 1,44% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 47 315 | 34 870 | 63 902 CHF | 48 527 CHF | 93,24% | 93,24% |
05/07/2024 | 1,44% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 47 627 | 35 367 | 60 199 CHF | 45 247 CHF | 98,13% | 98,13% |
04/07/2024 | 1,49% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 47 084 | 33 999 | 59 145 CHF | 43 295 CHF | 86,20% | 86,20% |