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 | 0,93% | 1,08 CHF | 1,09 CHF | 72 200 | 72 200 | 71 510 | 71 510 | 77 424 CHF | 78 140 CHF | 100,00% | 100,00% |
15/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 71 700 | 71 700 | 70 450 | 70 450 | 78 304 CHF | 79 009 CHF | 100,00% | 100,00% |
12/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 70 600 | 70 600 | 70 031 | 70 031 | 78 798 CHF | 79 499 CHF | 100,00% | 100,00% |
11/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 70 500 | 70 500 | 70 361 | 70 361 | 78 151 CHF | 78 856 CHF | 100,00% | 100,00% |
10/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 70 600 | 70 600 | 69 983 | 69 983 | 78 317 CHF | 79 018 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 70 400 | 70 400 | 70 146 | 70 146 | 78 136 CHF | 78 839 CHF | 90,47% | 100,00% |
08/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 70 900 | 70 900 | 70 951 | 70 951 | 77 304 CHF | 78 014 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 72 000 | 72 000 | 72 035 | 72 035 | 76 655 CHF | 77 376 CHF | 99,22% | 99,22% |
04/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 72 900 | 72 900 | 73 185 | 73 185 | 75 572 CHF | 76 304 CHF | 99,84% | 99,84% |
03/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 79 500 | 79 500 | 78 621 | 78 621 | 70 482 CHF | 71 269 CHF | 99,85% | 99,85% |