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 | 0,79% | 1,29 CHF | 1,30 CHF | 88 700 | 88 700 | 88 681 | 88 681 | 112 295 CHF | 113 182 CHF | 99,99% | 99,99% |
15/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 99 200 | 99 200 | 98 908 | 98 908 | 117 343 CHF | 118 332 CHF | 100,00% | 100,00% |
12/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 86 000 | 86 000 | 86 742 | 86 742 | 95 994 CHF | 96 865 CHF | 99,99% | 99,99% |
11/07/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 81 400 | 81 400 | 81 400 | 81 400 | 98 406 CHF | 99 220 CHF | 99,82% | 99,82% |
10/07/2024 | 0,76% | 1,27 CHF | 1,28 CHF | 76 500 | 76 500 | 76 934 | 76 934 | 100 797 CHF | 101 567 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 82 800 | 82 800 | 81 625 | 81 625 | 106 831 CHF | 107 647 CHF | 99,73% | 99,73% |
08/07/2024 | 0,83% | 1,28 CHF | 1,29 CHF | 93 600 | 93 600 | 92 081 | 92 081 | 111 158 CHF | 112 079 CHF | 100,00% | 100,00% |
05/07/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 92 600 | 92 600 | 92 742 | 92 742 | 104 206 CHF | 105 133 CHF | 99,80% | 99,80% |
04/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 89 400 | 89 400 | 89 400 | 89 400 | 101 721 CHF | 102 615 CHF | 100,00% | 100,00% |
03/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 86 200 | 86 200 | 86 207 | 86 207 | 97 916 CHF | 98 778 CHF | 100,00% | 100,00% |