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 | 0,70% | 1,42 CHF | 1,43 CHF | 47 000 | 47 000 | 46 565 | 46 565 | 66 585 CHF | 67 051 CHF | 99,94% | 99,94% |
15/07/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 47 000 | 47 000 | 46 069 | 46 069 | 63 285 CHF | 63 746 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 47 000 | 47 000 | 45 855 | 45 855 | 62 586 CHF | 63 045 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 46 000 | 46 000 | 46 273 | 46 273 | 64 633 CHF | 65 096 CHF | 100,00% | 100,00% |
10/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 47 000 | 47 000 | 46 778 | 46 778 | 69 959 CHF | 70 428 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 47 000 | 47 000 | 46 504 | 46 504 | 67 185 CHF | 67 651 CHF | 99,55% | 99,55% |
08/07/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 48 000 | 48 000 | 47 390 | 47 390 | 72 253 CHF | 72 727 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 48 000 | 48 000 | 47 539 | 47 539 | 72 662 CHF | 73 137 CHF | 99,80% | 99,80% |
04/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 48 000 | 48 000 | 47 556 | 47 556 | 73 998 CHF | 74 474 CHF | 100,00% | 100,00% |
03/07/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 48 000 | 48 000 | 47 702 | 47 702 | 75 299 CHF | 75 777 CHF | 100,00% | 100,00% |