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 | 0,74% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 72 537 | 72 537 | 98 381 CHF | 99 110 CHF | 100,00% | 100,00% |
16/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 71 751 | 71 751 | 98 313 CHF | 99 031 CHF | 100,00% | 100,00% |
15/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 73 000 | 73 000 | 69 863 | 69 863 | 100 400 CHF | 101 099 CHF | 100,00% | 100,00% |
12/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 71 000 | 71 000 | 69 152 | 69 152 | 102 396 CHF | 103 087 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 71 000 | 71 000 | 69 128 | 69 128 | 101 897 CHF | 102 589 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 71 000 | 71 000 | 69 750 | 69 750 | 101 439 CHF | 102 136 CHF | 100,00% | 100,00% |
09/07/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 73 000 | 73 000 | 69 644 | 69 644 | 102 120 CHF | 102 816 CHF | 100,00% | 100,00% |
08/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 71 000 | 71 000 | 69 154 | 69 154 | 101 997 CHF | 102 688 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 71 000 | 71 000 | 69 146 | 69 146 | 103 734 CHF | 104 425 CHF | 99,82% | 99,82% |
04/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 71 000 | 71 000 | 69 145 | 69 145 | 102 036 CHF | 102 727 CHF | 99,50% | 99,50% |