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 | 2,24% | 0,87 CHF | 0,89 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 85 811 CHF | 87 758 CHF | 99,99% | 99,99% |
15/07/2024 | 2,40% | 0,86 CHF | 0,88 CHF | 97 000 | 97 000 | 96 255 | 96 255 | 79 387 CHF | 81 312 CHF | 100,00% | 100,00% |
12/07/2024 | 2,42% | 0,83 CHF | 0,85 CHF | 96 000 | 96 000 | 96 229 | 96 229 | 78 657 CHF | 80 581 CHF | 100,00% | 100,00% |
11/07/2024 | 2,34% | 0,80 CHF | 0,82 CHF | 96 000 | 96 000 | 96 677 | 96 677 | 81 916 CHF | 83 851 CHF | 100,00% | 100,00% |
10/07/2024 | 2,10% | 0,91 CHF | 0,93 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 93 201 CHF | 95 174 CHF | 100,00% | 100,00% |
09/07/2024 | 2,21% | 0,96 CHF | 0,98 CHF | 99 000 | 99 000 | 97 660 | 97 660 | 87 442 CHF | 89 396 CHF | 99,73% | 99,73% |
08/07/2024 | 2,04% | 0,99 CHF | 1,01 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 96 362 CHF | 98 343 CHF | 99,32% | 99,32% |
05/07/2024 | 2,03% | 0,98 CHF | 1,00 CHF | 99 000 | 99 000 | 99 200 | 99 200 | 96 968 CHF | 98 952 CHF | 99,99% | 99,99% |
04/07/2024 | 1,97% | 0,99 CHF | 1,01 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 100 085 CHF | 102 080 CHF | 99,66% | 99,66% |
03/07/2024 | 1,93% | 1,03 CHF | 1,05 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 102 718 CHF | 104 721 CHF | 100,00% | 100,00% |