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 | 0,81% | 1,18 CHF | 1,19 CHF | 61 100 | 61 100 | 60 850 | 60 850 | 74 824 CHF | 75 432 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 66 300 | 66 300 | 65 917 | 65 917 | 79 552 CHF | 80 211 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 64 000 | 64 000 | 63 983 | 63 983 | 76 671 CHF | 77 310 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 1,20 CHF | 1,21 CHF | 55 600 | 55 600 | 55 787 | 55 787 | 71 622 CHF | 72 180 CHF | 99,98% | 99,98% |
10/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 59 400 | 59 400 | 59 155 | 59 155 | 81 906 CHF | 82 497 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 62 200 | 62 200 | 60 126 | 60 126 | 78 154 CHF | 78 755 CHF | 99,73% | 99,73% |
08/07/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 62 300 | 62 300 | 62 041 | 62 041 | 77 196 CHF | 77 816 CHF | 99,29% | 99,29% |
05/07/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 62 300 | 62 300 | 62 043 | 62 043 | 74 690 CHF | 75 310 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 59 600 | 59 600 | 59 353 | 59 353 | 74 153 CHF | 74 746 CHF | 99,62% | 99,62% |
03/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 57 200 | 57 200 | 57 470 | 57 470 | 73 972 CHF | 74 547 CHF | 99,99% | 99,99% |