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 | 1,20% | 0,86 CHF | 0,87 CHF | 51 000 | 51 000 | 50 029 | 50 029 | 41 420 CHF | 41 920 CHF | 99,99% | 99,99% |
15/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 50 470 CHF | 50 953 CHF | 99,99% | 99,99% |
12/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 52 315 CHF | 52 792 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 49 000 | 49 000 | 47 714 | 47 714 | 52 761 CHF | 53 239 CHF | 100,00% | 100,00% |
10/07/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 48 767 | 48 767 | 49 936 CHF | 50 424 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 51 788 CHF | 52 274 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 50 274 CHF | 50 761 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 54 225 CHF | 54 704 CHF | 99,81% | 99,81% |
04/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 57 954 CHF | 58 432 CHF | 99,49% | 99,49% |
03/07/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 54 860 CHF | 55 339 CHF | 99,37% | 99,37% |