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 | 0,92% | 1,06 CHF | 1,07 CHF | 114 000 | 114 000 | 115 023 | 115 023 | 124 858 CHF | 126 008 CHF | 100,00% | 100,00% |
15/07/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 115 000 | 115 000 | 113 612 | 113 612 | 119 355 CHF | 120 491 CHF | 100,00% | 100,00% |
12/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 113 000 | 113 000 | 113 715 | 113 715 | 119 749 CHF | 120 886 CHF | 100,00% | 100,00% |
11/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 114 000 | 114 000 | 114 316 | 114 316 | 122 622 CHF | 123 766 CHF | 99,99% | 99,99% |
10/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 116 000 | 116 000 | 116 415 | 116 415 | 129 766 CHF | 130 931 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 117 000 | 117 000 | 115 500 | 115 500 | 126 911 CHF | 128 068 CHF | 100,00% | 100,00% |
08/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 116 000 | 116 000 | 115 670 | 115 670 | 127 049 CHF | 128 206 CHF | 99,99% | 99,99% |
05/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 116 000 | 116 000 | 115 006 | 115 006 | 124 546 CHF | 125 696 CHF | 100,00% | 100,00% |
04/07/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 115 000 | 115 000 | 115 692 | 115 692 | 127 657 CHF | 128 814 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 117 000 | 117 000 | 116 414 | 116 414 | 130 132 CHF | 131 296 CHF | 100,00% | 100,00% |