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 | 1,81% | 0,57 CHF | 0,58 CHF | 45 900 | 45 900 | 46 055 | 46 055 | 25 282 CHF | 25 743 CHF | 100,00% | 100,00% |
15/07/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 25 070 CHF | 25 520 CHF | 100,00% | 100,00% |
12/07/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 46 100 | 46 100 | 46 100 | 46 100 | 26 150 CHF | 26 611 CHF | 100,00% | 100,00% |
11/07/2024 | 1,84% | 0,57 CHF | 0,58 CHF | 48 300 | 48 300 | 49 240 | 49 240 | 26 537 CHF | 27 029 CHF | 99,83% | 99,83% |
10/07/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 53 400 | 53 400 | 53 400 | 53 400 | 27 744 CHF | 28 278 CHF | 100,00% | 100,00% |
09/07/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 45 900 | 45 900 | 45 919 | 45 919 | 23 268 CHF | 23 727 CHF | 99,74% | 99,74% |
08/07/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 42 800 | 42 800 | 42 800 | 42 800 | 25 000 CHF | 25 428 CHF | 100,00% | 100,00% |
05/07/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 41 400 | 41 400 | 40 214 | 40 214 | 26 082 CHF | 26 484 CHF | 99,81% | 99,81% |
04/07/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 40 500 | 40 500 | 40 582 | 40 582 | 25 972 CHF | 26 378 CHF | 100,00% | 100,00% |
03/07/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 43 000 | 43 000 | 43 389 | 43 389 | 27 244 CHF | 27 678 CHF | 100,00% | 100,00% |