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 | 0,53% | 1,88 CHF | 1,89 CHF | 82 000 | 82 000 | 81 897 | 81 897 | 155 120 CHF | 155 939 CHF | 100,00% | 100,00% |
15/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 81 000 | 81 000 | 80 994 | 80 994 | 158 940 CHF | 159 749 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 81 000 | 81 000 | 80 532 | 80 532 | 160 965 CHF | 161 771 CHF | 100,00% | 100,00% |
11/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 82 000 | 82 000 | 81 610 | 81 610 | 156 843 CHF | 157 660 CHF | 99,99% | 99,99% |
10/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 81 000 | 81 000 | 81 104 | 81 104 | 158 163 CHF | 158 974 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 81 000 | 81 000 | 81 116 | 81 116 | 160 064 CHF | 160 875 CHF | 100,00% | 100,00% |
08/07/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 79 000 | 79 000 | 79 016 | 79 016 | 168 619 CHF | 169 409 CHF | 99,99% | 99,99% |
05/07/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 79 000 | 79 000 | 78 221 | 78 221 | 170 550 CHF | 171 332 CHF | 99,80% | 99,80% |
04/07/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 78 000 | 78 000 | 78 603 | 78 603 | 170 819 CHF | 171 605 CHF | 99,49% | 99,49% |
03/07/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 79 000 | 79 000 | 79 225 | 79 225 | 166 871 CHF | 167 664 CHF | 99,35% | 99,35% |