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 | 0,73% | 1,39 CHF | 1,40 CHF | 38 000 | 38 000 | 38 765 | 38 765 | 52 700 CHF | 53 088 CHF | 100,00% | 100,00% |
15/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 38 000 | 38 000 | 38 080 | 38 080 | 53 059 CHF | 53 439 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 38 000 | 38 000 | 38 222 | 38 222 | 52 840 CHF | 53 222 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 38 000 | 38 000 | 37 997 | 37 997 | 53 522 CHF | 53 902 CHF | 99,99% | 99,99% |
10/07/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 39 000 | 39 000 | 39 178 | 39 178 | 49 860 CHF | 50 252 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 39 000 | 39 000 | 38 999 | 38 999 | 49 972 CHF | 50 363 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 39 000 | 39 000 | 38 849 | 38 849 | 52 413 CHF | 52 802 CHF | 100,00% | 100,00% |
05/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 38 000 | 38 000 | 38 077 | 38 077 | 53 744 CHF | 54 125 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 53 239 CHF | 53 619 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 38 000 | 38 000 | 38 271 | 38 271 | 52 676 CHF | 53 059 CHF | 100,00% | 100,00% |