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 | 0,84% | 1,21 CHF | 1,22 CHF | 38 000 | 38 000 | 38 765 | 38 765 | 45 760 CHF | 46 147 CHF | 99,98% | 99,98% |
15/07/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 38 000 | 38 000 | 38 080 | 38 080 | 46 195 CHF | 46 576 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 38 000 | 38 000 | 38 222 | 38 222 | 45 977 CHF | 46 359 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 38 000 | 38 000 | 38 011 | 38 011 | 46 721 CHF | 47 101 CHF | 99,99% | 99,99% |
10/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 39 000 | 39 000 | 39 178 | 39 178 | 42 867 CHF | 43 258 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 39 000 | 39 000 | 38 999 | 38 999 | 43 010 CHF | 43 400 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 39 000 | 39 000 | 38 849 | 38 849 | 45 419 CHF | 45 807 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 38 000 | 38 000 | 38 077 | 38 077 | 46 914 CHF | 47 295 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 46 424 CHF | 46 804 CHF | 100,00% | 100,00% |
03/07/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 38 000 | 38 000 | 38 271 | 38 271 | 45 830 CHF | 46 212 CHF | 100,00% | 100,00% |