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 | 0,74% | 1,41 CHF | 1,42 CHF | 91 600 | 91 600 | 91 600 | 91 600 | 123 369 CHF | 124 285 CHF | 100,00% | 100,00% |
15/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 98 400 | 98 400 | 98 400 | 98 400 | 135 641 CHF | 136 625 CHF | 99,99% | 99,99% |
12/07/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 103 600 | 103 600 | 105 002 | 105 002 | 132 249 CHF | 133 299 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 113 700 | 113 700 | 113 700 | 113 700 | 135 260 CHF | 136 397 CHF | 99,99% | 99,99% |
10/07/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 123 700 | 123 700 | 123 704 | 123 704 | 132 043 CHF | 133 280 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 130 100 | 130 100 | 128 360 | 128 360 | 132 589 CHF | 133 872 CHF | 99,74% | 99,74% |
08/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 131 100 | 131 100 | 131 100 | 131 100 | 129 740 CHF | 131 051 CHF | 99,31% | 99,31% |
05/07/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 130 800 | 130 800 | 129 089 | 129 089 | 133 165 CHF | 134 456 CHF | 100,00% | 100,00% |
04/07/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 123 800 | 123 800 | 123 800 | 123 800 | 118 398 CHF | 119 636 CHF | 99,63% | 99,63% |
03/07/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 113 700 | 113 700 | 113 740 | 113 740 | 123 211 CHF | 124 348 CHF | 100,00% | 100,00% |