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 | 1,62% | 0,64 CHF | 0,65 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 30 654 CHF | 31 154 CHF | 99,99% | 99,99% |
15/07/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 40 111 CHF | 40 593 CHF | 99,99% | 99,99% |
12/07/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 42 083 CHF | 42 560 CHF | 100,00% | 100,00% |
11/07/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 49 000 | 49 000 | 47 712 | 47 712 | 42 535 CHF | 43 012 CHF | 100,00% | 100,00% |
10/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 39 550 CHF | 40 037 CHF | 100,00% | 100,00% |
09/07/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 41 504 CHF | 41 990 CHF | 100,00% | 100,00% |
08/07/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 39 951 CHF | 40 438 CHF | 100,00% | 100,00% |
05/07/2024 | 1,08% | 0,88 CHF | 0,89 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 44 105 CHF | 44 584 CHF | 99,82% | 99,82% |
04/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 47 899 CHF | 48 376 CHF | 99,50% | 99,50% |
03/07/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 44 746 CHF | 45 225 CHF | 99,36% | 99,36% |