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 | 1,33% | 0,78 CHF | 0,79 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 37 255 CHF | 37 755 CHF | 99,99% | 99,99% |
15/07/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 46 443 CHF | 46 925 CHF | 99,99% | 99,99% |
12/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 48 336 CHF | 48 814 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 49 000 | 49 000 | 47 713 | 47 713 | 48 767 CHF | 49 245 CHF | 100,00% | 100,00% |
10/07/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 48 767 | 48 767 | 45 891 CHF | 46 378 CHF | 100,00% | 100,00% |
09/07/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 47 765 CHF | 48 251 CHF | 100,00% | 100,00% |
08/07/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 46 227 CHF | 46 714 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 50 262 CHF | 50 741 CHF | 99,81% | 99,81% |
04/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 54 017 CHF | 54 494 CHF | 99,49% | 99,49% |
03/07/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 50 883 CHF | 51 362 CHF | 99,35% | 99,35% |