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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 72 537 | 72 537 | 81 759 CHF | 82 488 CHF | 99,99% | 99,99% |
16/07/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 71 751 | 71 751 | 81 861 CHF | 82 578 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 73 000 | 73 000 | 69 863 | 69 863 | 84 412 CHF | 85 110 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 71 000 | 71 000 | 69 152 | 69 152 | 86 600 CHF | 87 291 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 71 000 | 71 000 | 69 129 | 69 129 | 86 181 CHF | 86 872 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 71 000 | 71 000 | 69 750 | 69 750 | 85 670 CHF | 86 368 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 73 000 | 73 000 | 69 644 | 69 644 | 86 449 CHF | 87 145 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 71 000 | 71 000 | 69 154 | 69 154 | 86 327 CHF | 87 018 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 71 000 | 71 000 | 69 146 | 69 146 | 88 132 CHF | 88 823 CHF | 99,82% | 99,82% |
04/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 71 000 | 71 000 | 69 145 | 69 145 | 86 474 CHF | 87 165 CHF | 99,50% | 99,50% |