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 | 0,60% | 1,73 CHF | 1,74 CHF | 37 000 | 37 000 | 37 192 | 37 192 | 62 599 CHF | 62 971 CHF | 99,53% | 99,53% |
15/07/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 37 300 | 37 300 | 36 534 | 36 534 | 64 084 CHF | 64 449 CHF | 100,00% | 100,00% |
12/07/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 36 600 | 36 600 | 36 540 | 36 540 | 64 055 CHF | 64 421 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 36 900 | 36 900 | 36 797 | 36 797 | 63 087 CHF | 63 455 CHF | 99,85% | 99,85% |
10/07/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 37 500 | 37 500 | 37 287 | 37 287 | 60 750 CHF | 61 123 CHF | 100,00% | 100,00% |
09/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 37 600 | 37 600 | 37 040 | 37 040 | 61 658 CHF | 62 029 CHF | 100,00% | 100,00% |
08/07/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 37 500 | 37 500 | 37 010 | 37 010 | 61 616 CHF | 61 986 CHF | 100,00% | 100,00% |
05/07/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 37 500 | 37 500 | 36 848 | 36 848 | 62 579 CHF | 62 948 CHF | 100,00% | 100,00% |
04/07/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 37 200 | 37 200 | 37 138 | 37 138 | 61 610 CHF | 61 982 CHF | 100,00% | 100,00% |
03/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 37 800 | 37 800 | 37 327 | 37 327 | 60 795 CHF | 61 169 CHF | 99,88% | 99,88% |