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 | 1,68% | 0,65 CHF | 0,66 CHF | 120 000 | 120 000 | 53 159 | 53 159 | 33 455 CHF | 33 993 CHF | 99,89% | 99,89% |
15/07/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 120 000 | 120 000 | 53 526 | 53 526 | 32 210 CHF | 32 748 CHF | 100,00% | 100,00% |
12/07/2024 | 1,88% | 0,57 CHF | 0,58 CHF | 120 000 | 120 000 | 53 518 | 53 518 | 29 498 CHF | 30 036 CHF | 99,99% | 99,99% |
11/07/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 60 452 | 60 452 | 32 483 CHF | 33 090 CHF | 99,99% | 99,99% |
10/07/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 130 000 | 130 000 | 61 034 | 61 034 | 31 323 CHF | 31 936 CHF | 99,90% | 99,90% |
09/07/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 130 000 | 130 000 | 59 908 | 59 908 | 31 765 CHF | 32 368 CHF | 100,00% | 100,00% |
08/07/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 130 000 | 130 000 | 60 935 | 60 935 | 31 929 CHF | 32 541 CHF | 99,77% | 99,77% |