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 | 2,42% | 0,61 CHF | 0,62 CHF | 67 000 | 67 000 | 29 884 | 29 884 | 18 874 CHF | 19 265 CHF | 99,32% | 99,32% |
16/07/2024 | 3,14% | 0,65 CHF | 0,66 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 15 528 CHF | 15 885 CHF | 99,90% | 99,90% |
15/07/2024 | 2,16% | 0,77 CHF | 0,78 CHF | 69 000 | 69 000 | 28 120 | 28 120 | 22 948 CHF | 23 359 CHF | 98,23% | 98,23% |
12/07/2024 | 1,84% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 31 596 | 31 598 | 26 431 CHF | 26 844 CHF | 100,00% | 100,00% |
11/07/2024 | 1,80% | 0,83 CHF | 0,84 CHF | 70 000 | 70 000 | 31 561 | 31 556 | 26 803 CHF | 27 211 CHF | 100,00% | 100,00% |