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 | 0,77% | 1,32 CHF | 1,33 CHF | 51 000 | 51 000 | 50 029 | 50 029 | 64 655 CHF | 65 156 CHF | 99,97% | 99,97% |
15/07/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 72 867 CHF | 73 350 CHF | 100,00% | 100,00% |
12/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 74 411 CHF | 74 888 CHF | 100,00% | 100,00% |
11/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 49 000 | 49 000 | 47 712 | 47 712 | 74 747 CHF | 75 224 CHF | 99,99% | 99,99% |
10/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 48 767 | 48 767 | 72 330 CHF | 72 817 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 74 100 CHF | 74 586 CHF | 100,00% | 100,00% |
08/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 72 576 CHF | 73 063 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 76 194 CHF | 76 673 CHF | 99,82% | 99,82% |
04/07/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 79 836 CHF | 80 314 CHF | 99,50% | 99,50% |
03/07/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 76 794 CHF | 77 273 CHF | 99,36% | 99,36% |