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 | 1,64% | 0,63 CHF | 0,64 CHF | 33 000 | 33 000 | 33 111 | 33 111 | 20 020 CHF | 20 351 CHF | 100,00% | 100,00% |
15/07/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 20 319 CHF | 20 649 CHF | 100,00% | 100,00% |
12/07/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 20 740 CHF | 21 070 CHF | 100,00% | 100,00% |
11/07/2024 | 1,69% | 0,63 CHF | 0,64 CHF | 33 000 | 33 000 | 33 596 | 33 596 | 19 806 CHF | 20 142 CHF | 99,83% | 99,83% |
10/07/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 34 000 | 34 000 | 34 000 | 34 000 | 19 126 CHF | 19 466 CHF | 100,00% | 100,00% |
09/07/2024 | 1,85% | 0,50 CHF | 0,51 CHF | 34 000 | 34 000 | 34 015 | 34 015 | 18 228 CHF | 18 568 CHF | 99,77% | 99,77% |
08/07/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 21 038 CHF | 21 368 CHF | 100,00% | 100,00% |
05/07/2024 | 1,39% | 0,69 CHF | 0,70 CHF | 33 000 | 33 000 | 32 088 | 32 088 | 23 003 CHF | 23 323 CHF | 99,81% | 99,81% |
04/07/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 32 000 | 32 000 | 32 063 | 32 063 | 22 640 CHF | 22 961 CHF | 100,00% | 100,00% |
03/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 32 000 | 32 000 | 32 299 | 32 299 | 22 341 CHF | 22 664 CHF | 100,00% | 100,00% |