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 | 1,87% | 1,60 CHF | 1,61 CHF | 40 000 | 10 000 | 30 991 | 5 805 | 55 321 CHF | 10 450 CHF | 99,49% | 99,49% |
15/07/2024 | 2,06% | 1,57 CHF | 1,58 CHF | 40 000 | 10 000 | 39 864 | 5 910 | 63 868 CHF | 9 606 CHF | 88,20% | 88,20% |
12/07/2024 | 1,78% | 1,67 CHF | 1,68 CHF | 30 000 | 10 000 | 30 040 | 5 823 | 56 405 CHF | 10 978 CHF | 98,36% | 98,36% |
11/07/2024 | 1,86% | 1,75 CHF | 1,76 CHF | 30 000 | 10 000 | 30 695 | 5 798 | 55 565 CHF | 10 601 CHF | 98,90% | 98,90% |
10/07/2024 | 1,89% | 2,38 CHF | 2,39 CHF | 30 000 | 10 000 | 30 000 | 5 807 | 56 331 CHF | 11 528 CHF | 99,53% | 99,53% |
09/07/2024 | 2,52% | 1,85 CHF | 1,86 CHF | 30 000 | 10 000 | 38 480 | 5 805 | 53 479 CHF | 8 765 CHF | 99,59% | 99,59% |
08/07/2024 | 1,90% | 1,21 CHF | 1,22 CHF | 50 000 | 10 000 | 57 819 | 5 847 | 57 093 CHF | 6 075 CHF | 94,64% | 94,64% |