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 | 1,83% | 0,53 CHF | 0,54 CHF | 76 000 | 76 000 | 77 530 | 77 530 | 41 946 CHF | 42 721 CHF | 99,99% | 99,99% |
15/07/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 76 000 | 76 000 | 76 159 | 76 159 | 39 967 CHF | 40 729 CHF | 100,00% | 100,00% |
12/07/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 76 000 | 76 000 | 76 444 | 76 444 | 40 629 CHF | 41 393 CHF | 100,00% | 100,00% |
11/07/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 76 000 | 76 000 | 76 028 | 76 028 | 39 491 CHF | 40 252 CHF | 99,98% | 99,98% |
10/07/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 78 000 | 78 000 | 78 355 | 78 355 | 46 005 CHF | 46 789 CHF | 100,00% | 100,00% |
09/07/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 78 000 | 78 000 | 77 998 | 77 998 | 45 514 CHF | 46 295 CHF | 100,00% | 100,00% |
08/07/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 78 000 | 78 000 | 77 698 | 77 698 | 42 744 CHF | 43 521 CHF | 99,99% | 99,99% |
05/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 76 000 | 76 000 | 76 154 | 76 154 | 39 693 CHF | 40 454 CHF | 100,00% | 100,00% |
04/07/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 76 000 | 76 000 | 76 000 | 76 000 | 40 064 CHF | 40 824 CHF | 100,00% | 100,00% |
03/07/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 76 000 | 76 000 | 76 543 | 76 543 | 41 339 CHF | 42 104 CHF | 100,00% | 100,00% |