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 | 0,68% | 1,44 CHF | 1,45 CHF | 87 500 | 87 500 | 87 105 | 87 105 | 128 474 CHF | 129 346 CHF | 100,00% | 100,00% |
15/07/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 80 300 | 80 300 | 80 148 | 80 148 | 125 432 CHF | 126 233 CHF | 100,00% | 100,00% |
12/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 80 300 | 80 300 | 80 750 | 80 750 | 131 114 CHF | 131 922 CHF | 99,99% | 99,99% |
11/07/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 82 500 | 82 500 | 81 292 | 81 292 | 132 500 CHF | 133 313 CHF | 99,99% | 99,99% |
10/07/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 86 400 | 86 400 | 87 083 | 87 083 | 132 393 CHF | 133 264 CHF | 100,00% | 100,00% |
09/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 87 800 | 87 800 | 87 717 | 87 717 | 129 479 CHF | 130 356 CHF | 99,74% | 99,74% |
08/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 91 000 | 91 000 | 90 930 | 90 930 | 136 171 CHF | 137 081 CHF | 99,28% | 99,28% |
05/07/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 92 400 | 92 400 | 91 185 | 91 185 | 129 278 CHF | 130 190 CHF | 99,99% | 99,99% |
04/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 93 000 | 93 000 | 94 681 | 94 681 | 131 681 CHF | 132 628 CHF | 99,55% | 99,55% |
03/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 94 000 | 94 000 | 94 000 | 94 000 | 129 321 CHF | 130 261 CHF | 100,00% | 100,00% |