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 | 1,02% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 72 526 | 72 526 | 71 611 CHF | 72 340 CHF | 99,99% | 99,99% |
16/07/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 71 751 | 71 751 | 71 770 CHF | 72 488 CHF | 100,00% | 100,00% |
15/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 73 000 | 73 000 | 69 863 | 69 863 | 74 617 CHF | 75 315 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 71 000 | 71 000 | 69 152 | 69 152 | 76 911 CHF | 77 603 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 71 000 | 71 000 | 69 125 | 69 125 | 76 525 CHF | 77 216 CHF | 100,00% | 100,00% |
10/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 71 000 | 71 000 | 69 750 | 69 750 | 76 009 CHF | 76 706 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 73 000 | 73 000 | 69 644 | 69 644 | 76 758 CHF | 77 455 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 71 000 | 71 000 | 69 155 | 69 155 | 76 713 CHF | 77 405 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 71 000 | 71 000 | 69 146 | 69 146 | 78 543 CHF | 79 235 CHF | 99,81% | 99,81% |
04/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 71 000 | 71 000 | 69 145 | 69 145 | 76 901 CHF | 77 592 CHF | 99,49% | 99,49% |