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 | 0,91% | 1,11 CHF | 1,12 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 58 102 CHF | 58 632 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 60 843 CHF | 61 363 CHF | 100,00% | 100,00% |
12/07/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 60 492 CHF | 61 012 CHF | 99,99% | 99,99% |
11/07/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 53 000 | 53 000 | 52 952 | 52 952 | 59 367 CHF | 59 897 CHF | 99,81% | 99,81% |
10/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 53 000 | 53 000 | 53 011 | 53 011 | 57 040 CHF | 57 570 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 54 000 | 54 000 | 53 067 | 53 067 | 56 870 CHF | 57 400 CHF | 99,73% | 99,73% |
08/07/2024 | 0,87% | 1,09 CHF | 1,10 CHF | 53 000 | 53 000 | 52 981 | 52 981 | 60 611 CHF | 61 141 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 53 000 | 53 000 | 52 523 | 52 523 | 60 658 CHF | 61 183 CHF | 99,81% | 99,81% |
04/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 52 000 | 52 000 | 52 688 | 52 688 | 60 750 CHF | 61 277 CHF | 100,00% | 100,00% |
03/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 57 894 CHF | 58 424 CHF | 100,00% | 100,00% |