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 | 0,90% | 1,10 CHF | 1,11 CHF | 66 000 | 66 000 | 66 221 | 66 221 | 73 601 CHF | 74 263 CHF | 100,00% | 100,00% |
15/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 66 000 | 66 000 | 66 000 | 66 000 | 73 025 CHF | 73 685 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 66 000 | 66 000 | 66 000 | 66 000 | 72 748 CHF | 73 408 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 66 000 | 66 000 | 67 220 | 67 220 | 75 408 CHF | 76 081 CHF | 99,83% | 99,83% |
10/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 68 000 | 68 000 | 68 000 | 68 000 | 77 102 CHF | 77 782 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 68 000 | 68 000 | 68 030 | 68 030 | 78 097 CHF | 78 777 CHF | 99,77% | 99,77% |
08/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 66 000 | 66 000 | 66 000 | 66 000 | 72 491 CHF | 73 151 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 66 000 | 66 000 | 64 176 | 64 176 | 68 174 CHF | 68 816 CHF | 99,81% | 99,81% |
04/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 64 000 | 64 000 | 64 126 | 64 126 | 68 391 CHF | 69 032 CHF | 100,00% | 100,00% |
03/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 64 000 | 64 000 | 64 598 | 64 598 | 69 357 CHF | 70 003 CHF | 100,00% | 100,00% |