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 | 0,87% | 1,11 CHF | 1,12 CHF | 93 100 | 93 100 | 96 722 | 96 722 | 110 670 CHF | 111 638 CHF | 100,00% | 100,00% |
15/07/2024 | 0,89% | 1,04 CHF | 1,05 CHF | 97 900 | 97 900 | 98 055 | 98 055 | 109 499 CHF | 110 480 CHF | 100,00% | 100,00% |
12/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 98 100 | 98 100 | 103 775 | 103 775 | 117 291 CHF | 118 329 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 105 500 | 105 500 | 102 123 | 102 123 | 114 294 CHF | 115 315 CHF | 71,56% | 71,56% |
10/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 100 400 | 100 400 | 100 014 | 100 014 | 114 279 CHF | 115 280 CHF | 99,38% | 99,38% |
09/07/2024 | 0,89% | 1,20 CHF | 1,21 CHF | 99 900 | 99 900 | 104 550 | 104 550 | 117 034 CHF | 118 079 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 106 000 | 106 000 | 112 135 | 112 135 | 118 788 CHF | 119 909 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 0,98 CHF | 0,99 CHF | 114 100 | 114 100 | 109 432 | 109 432 | 114 797 CHF | 115 892 CHF | 100,00% | 100,00% |
04/07/2024 | 0,93% | 1,09 CHF | 1,10 CHF | 108 000 | 108 000 | 103 582 | 103 582 | 110 440 CHF | 111 476 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 102 200 | 102 200 | 99 421 | 99 421 | 110 997 CHF | 111 991 CHF | 100,00% | 100,00% |