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 | 0,82% | 1,28 CHF | 1,29 CHF | 90 000 | 90 000 | 40 688 | 40 688 | 51 063 CHF | 51 470 CHF | 99,90% | 99,90% |
15/07/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 91 000 | 91 000 | 41 136 | 41 136 | 50 284 CHF | 50 696 CHF | 99,99% | 99,99% |
12/07/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 93 000 | 93 000 | 42 270 | 42 270 | 48 924 CHF | 49 347 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 94 000 | 94 000 | 42 456 | 42 456 | 48 137 CHF | 48 563 CHF | 99,99% | 99,99% |
10/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 95 000 | 95 000 | 42 684 | 42 684 | 47 033 CHF | 47 461 CHF | 99,89% | 99,89% |
09/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 95 000 | 95 000 | 42 624 | 42 624 | 47 896 CHF | 48 323 CHF | 100,00% | 100,00% |
08/07/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 95 000 | 95 000 | 42 517 | 42 517 | 47 408 CHF | 47 834 CHF | 99,72% | 99,72% |
05/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 96 000 | 96 000 | 42 813 | 42 813 | 46 637 CHF | 47 066 CHF | 99,90% | 99,90% |
04/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 38 000 | 38 000 | 30 560 | 30 560 | 33 613 CHF | 33 919 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 95 000 | 95 000 | 42 597 | 42 597 | 48 113 CHF | 48 540 CHF | 100,00% | 100,00% |