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 | 1,38% | 0,73 CHF | 0,74 CHF | 116 000 | 116 000 | 115 479 | 115 479 | 83 326 CHF | 84 480 CHF | 100,00% | 100,00% |
15/07/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 114 000 | 114 000 | 112 091 | 112 091 | 75 599 CHF | 76 720 CHF | 100,00% | 100,00% |
12/07/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 112 000 | 112 000 | 112 325 | 112 325 | 75 868 CHF | 76 992 CHF | 100,00% | 100,00% |
11/07/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 114 000 | 114 000 | 113 614 | 113 614 | 77 865 CHF | 79 001 CHF | 99,99% | 99,99% |
10/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 114 000 | 114 000 | 113 617 | 113 617 | 77 579 CHF | 78 715 CHF | 100,00% | 100,00% |
09/07/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 114 000 | 114 000 | 114 667 | 114 667 | 80 712 CHF | 81 859 CHF | 100,00% | 100,00% |
08/07/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 112 000 | 112 000 | 113 826 | 113 826 | 77 286 CHF | 78 424 CHF | 100,00% | 100,00% |
05/07/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 114 000 | 114 000 | 113 999 | 113 999 | 78 281 CHF | 79 421 CHF | 99,82% | 99,82% |
04/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 114 000 | 114 000 | 114 000 | 114 000 | 78 550 CHF | 79 690 CHF | 99,50% | 99,50% |
03/07/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 114 000 | 114 000 | 113 627 | 113 627 | 77 243 CHF | 78 379 CHF | 99,35% | 99,35% |