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 | 1,01% | 31,79 CHF | 32,11 CHF | 25 000 | 24 990 | 25 000 | 24 991 | 789 941 CHF | 797 650 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 31,39 CHF | 31,71 CHF | 24 988 | 24 323 | 24 998 | 24 496 | 778 176 CHF | 770 168 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 29,21 CHF | 29,50 CHF | 24 999 | 24 943 | 25 000 | 24 963 | 722 687 CHF | 728 846 CHF | 100,00% | 100,00% |
11/07/2024 | 1,01% | 29,45 CHF | 29,75 CHF | 24 930 | 25 000 | 24 931 | 25 000 | 735 418 CHF | 744 945 CHF | 100,00% | 100,00% |
10/07/2024 | 0,99% | 29,20 CHF | 29,49 CHF | 24 970 | 25 000 | 24 972 | 25 000 | 727 805 CHF | 735 868 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 28,78 CHF | 29,07 CHF | 24 998 | 24 960 | 24 998 | 24 985 | 724 577 CHF | 731 457 CHF | 100,00% | 100,00% |
08/07/2024 | 1,01% | 28,18 CHF | 28,46 CHF | 24 981 | 24 409 | 24 981 | 24 488 | 710 252 CHF | 703 247 CHF | 99,96% | 99,96% |
05/07/2024 | 0,99% | 28,27 CHF | 28,55 CHF | 24 925 | 24 331 | 24 980 | 24 375 | 690 550 CHF | 680 554 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 29,42 CHF | 29,72 CHF | 24 843 | 24 228 | 24 884 | 24 744 | 738 494 CHF | 741 747 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 30,95 CHF | 31,26 CHF | 24 899 | 24 480 | 24 975 | 24 549 | 778 371 CHF | 772 801 CHF | 99,94% | 99,94% |