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 | 0,65% | 1,55 CHF | 1,56 CHF | 50 400 | 50 400 | 50 161 | 50 161 | 77 321 CHF | 77 823 CHF | 100,00% | 100,00% |
15/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 77 700 | 77 700 | 77 998 | 77 998 | 123 278 CHF | 124 058 CHF | 100,00% | 100,00% |
12/07/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 65 000 | 65 000 | 65 520 | 65 520 | 74 731 CHF | 75 386 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 63 500 | 63 500 | 63 754 | 63 754 | 75 263 CHF | 75 901 CHF | 99,82% | 99,82% |
10/07/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 62 800 | 62 800 | 63 042 | 63 042 | 78 527 CHF | 79 158 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 66 200 | 66 200 | 65 406 | 65 406 | 78 673 CHF | 79 328 CHF | 99,73% | 99,73% |
08/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 66 900 | 66 900 | 66 531 | 66 531 | 78 069 CHF | 78 735 CHF | 100,00% | 100,00% |
05/07/2024 | 0,90% | 1,18 CHF | 1,19 CHF | 69 200 | 69 200 | 68 323 | 68 323 | 75 744 CHF | 76 427 CHF | 99,80% | 99,80% |
04/07/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 65 400 | 65 400 | 65 634 | 65 634 | 75 773 CHF | 76 430 CHF | 100,00% | 100,00% |
03/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 63 600 | 63 600 | 63 929 | 63 929 | 76 098 CHF | 76 737 CHF | 100,00% | 100,00% |