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 | 0,57% | 1,76 CHF | 1,77 CHF | 116 000 | 116 000 | 114 866 | 114 866 | 202 063 CHF | 203 212 CHF | 99,99% | 99,99% |
15/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 114 000 | 114 000 | 113 481 | 113 481 | 207 429 CHF | 208 564 CHF | 100,00% | 100,00% |
12/07/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 112 000 | 112 000 | 111 526 | 111 526 | 210 277 CHF | 211 392 CHF | 100,00% | 100,00% |
11/07/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 112 000 | 112 000 | 113 324 | 113 324 | 207 062 CHF | 208 196 CHF | 100,00% | 100,00% |
10/07/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 114 000 | 114 000 | 115 903 | 115 903 | 200 157 CHF | 201 316 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 118 000 | 118 000 | 116 883 | 116 883 | 198 235 CHF | 199 404 CHF | 100,00% | 100,00% |
08/07/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 118 000 | 118 000 | 117 466 | 117 466 | 198 773 CHF | 199 947 CHF | 99,99% | 99,99% |
05/07/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 118 000 | 118 000 | 115 872 | 115 872 | 200 987 CHF | 202 145 CHF | 99,81% | 99,81% |
04/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 116 000 | 116 000 | 115 890 | 115 890 | 199 493 CHF | 200 652 CHF | 99,49% | 99,49% |
03/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 116 000 | 116 000 | 115 519 | 115 519 | 202 614 CHF | 203 769 CHF | 99,35% | 99,35% |