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 | 1,02% | 0,98 CHF | 0,99 CHF | 26 920 | 26 920 | 26 681 | 26 681 | 26 349 CHF | 26 616 CHF | 99,95% | 99,95% |
15/07/2024 | 0,88% | 1,04 CHF | 1,05 CHF | 26 820 | 26 820 | 26 246 | 26 246 | 29 964 CHF | 30 226 CHF | 100,00% | 100,00% |
12/07/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 26 380 | 26 380 | 26 249 | 26 249 | 29 920 CHF | 30 183 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 26 560 | 26 560 | 26 421 | 26 421 | 28 175 CHF | 28 440 CHF | 99,45% | 99,45% |
10/07/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 26 740 | 26 740 | 26 524 | 26 524 | 26 920 CHF | 27 186 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 26 770 | 26 770 | 26 421 | 26 421 | 27 707 CHF | 27 971 CHF | 99,58% | 99,58% |
08/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 26 800 | 26 800 | 26 478 | 26 478 | 27 059 CHF | 27 324 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 26 880 | 26 880 | 26 533 | 26 533 | 27 191 CHF | 27 457 CHF | 100,00% | 100,00% |
04/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 26 770 | 26 770 | 26 511 | 26 511 | 27 388 CHF | 27 653 CHF | 100,00% | 100,00% |
03/07/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 26 820 | 26 820 | 26 626 | 26 626 | 26 425 CHF | 26 691 CHF | 100,00% | 100,00% |