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 | 1,15% | 0,89 CHF | 0,90 CHF | 33 000 | 33 000 | 33 111 | 33 111 | 28 630 CHF | 28 961 CHF | 100,00% | 100,00% |
15/07/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 28 900 CHF | 29 230 CHF | 100,00% | 100,00% |
12/07/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 29 324 CHF | 29 654 CHF | 100,00% | 100,00% |
11/07/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 33 000 | 33 000 | 33 608 | 33 608 | 28 504 CHF | 28 841 CHF | 99,85% | 99,85% |
10/07/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 34 000 | 34 000 | 34 000 | 34 000 | 27 961 CHF | 28 301 CHF | 100,00% | 100,00% |
09/07/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 34 000 | 34 000 | 34 015 | 34 015 | 27 053 CHF | 27 393 CHF | 99,73% | 99,73% |
08/07/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 29 582 CHF | 29 912 CHF | 100,00% | 100,00% |
05/07/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 33 000 | 33 000 | 32 088 | 32 088 | 31 338 CHF | 31 659 CHF | 99,81% | 99,81% |
04/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 32 000 | 32 000 | 32 063 | 32 063 | 31 001 CHF | 31 321 CHF | 100,00% | 100,00% |
03/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 32 000 | 32 000 | 32 299 | 32 299 | 30 754 CHF | 31 077 CHF | 100,00% | 100,00% |