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 | 0,73% | 1,39 CHF | 1,40 CHF | 51 000 | 51 000 | 50 029 | 50 029 | 67 906 CHF | 68 406 CHF | 99,99% | 99,99% |
15/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 76 017 CHF | 76 499 CHF | 100,00% | 100,00% |
12/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 77 572 CHF | 78 049 CHF | 100,00% | 100,00% |
11/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 49 000 | 49 000 | 47 715 | 47 715 | 77 904 CHF | 78 381 CHF | 100,00% | 100,00% |
10/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 75 501 CHF | 75 989 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 77 236 CHF | 77 722 CHF | 100,00% | 100,00% |
08/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 75 769 CHF | 76 256 CHF | 100,00% | 100,00% |
05/07/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 79 292 CHF | 79 771 CHF | 99,82% | 99,82% |
04/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 82 869 CHF | 83 347 CHF | 99,50% | 99,50% |
03/07/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 79 844 CHF | 80 323 CHF | 99,35% | 99,35% |