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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,79% | 1,99 CHF | 2,00 CHF | 67 000 | 67 000 | 29 879 | 29 879 | 58 834 CHF | 59 225 CHF | 99,33% | 99,33% |
16/07/2024 | 1,23% | 1,98 CHF | 1,99 CHF | 67 000 | 67 000 | 22 671 | 22 671 | 43 964 CHF | 44 321 CHF | 99,90% | 99,90% |
15/07/2024 | 1,00% | 1,85 CHF | 1,86 CHF | 69 000 | 69 000 | 28 148 | 28 148 | 50 822 CHF | 51 233 CHF | 98,37% | 98,37% |
12/07/2024 | 0,86% | 1,80 CHF | 1,81 CHF | 70 000 | 70 000 | 31 662 | 31 662 | 56 608 CHF | 57 021 CHF | 99,53% | 99,53% |
11/07/2024 | 0,87% | 1,79 CHF | 1,80 CHF | 70 000 | 70 000 | 31 558 | 31 558 | 56 036 CHF | 56 448 CHF | 100,00% | 100,00% |
10/07/2024 | 0,90% | 1,74 CHF | 1,75 CHF | 70 000 | 70 000 | 31 836 | 31 836 | 54 834 CHF | 55 248 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,67 CHF | 1,68 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 53 238 CHF | 53 657 CHF | 100,00% | 100,00% |
08/07/2024 | 0,93% | 1,71 CHF | 1,72 CHF | 71 000 | 71 000 | 32 058 | 32 058 | 53 816 CHF | 54 233 CHF | 100,00% | 100,00% |
05/07/2024 | 0,92% | 1,62 CHF | 1,63 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 53 434 CHF | 53 852 CHF | 99,62% | 99,62% |
04/07/2024 | 0,90% | 1,71 CHF | 1,72 CHF | 29 000 | 29 000 | 23 156 | 23 156 | 39 423 CHF | 39 750 CHF | 99,60% | 99,60% |