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 | 0,89% | 1,12 CHF | 1,13 CHF | 88 500 | 88 500 | 88 500 | 88 500 | 99 556 CHF | 100 441 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 1,18 CHF | 1,19 CHF | 77 400 | 77 400 | 76 825 | 76 825 | 99 542 CHF | 100 311 CHF | 99,99% | 99,99% |
12/07/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 82 000 | 82 000 | 82 814 | 82 814 | 107 123 CHF | 107 951 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 85 300 | 85 300 | 85 350 | 85 350 | 103 660 CHF | 104 514 CHF | 99,82% | 99,82% |
10/07/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 90 000 | 90 000 | 91 090 | 91 090 | 105 898 CHF | 106 809 CHF | 100,00% | 100,00% |
09/07/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 89 100 | 89 100 | 88 344 | 88 344 | 105 483 CHF | 106 367 CHF | 99,74% | 99,74% |
08/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 90 900 | 90 900 | 90 612 | 90 612 | 105 885 CHF | 106 791 CHF | 100,00% | 100,00% |
05/07/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 88 100 | 88 100 | 87 980 | 87 980 | 102 908 CHF | 103 787 CHF | 99,81% | 99,81% |
04/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 90 700 | 90 700 | 90 378 | 90 378 | 106 516 CHF | 107 420 CHF | 100,00% | 100,00% |
03/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 91 000 | 91 000 | 91 000 | 91 000 | 103 341 CHF | 104 251 CHF | 100,00% | 100,00% |