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 | 3,23% | 1,00 CHF | 1,01 CHF | 87 200 | 87 200 | 35 171 | 35 171 | 32 020 CHF | 32 727 CHF | 99,89% | 99,89% |
15/07/2024 | 3,15% | 0,90 CHF | 0,91 CHF | 89 800 | 89 800 | 35 531 | 35 531 | 31 314 CHF | 32 018 CHF | 99,97% | 99,97% |
12/07/2024 | 3,50% | 0,94 CHF | 0,95 CHF | 92 100 | 92 100 | 37 429 | 37 429 | 32 090 CHF | 32 838 CHF | 100,00% | 100,00% |
11/07/2024 | 3,12% | 0,90 CHF | 0,91 CHF | 83 300 | 83 300 | 32 587 | 32 587 | 29 706 CHF | 30 352 CHF | 99,99% | 99,99% |
10/07/2024 | 3,28% | 0,89 CHF | 0,90 CHF | 93 100 | 93 100 | 36 796 | 36 796 | 32 151 CHF | 32 886 CHF | 99,88% | 99,88% |
09/07/2024 | 3,14% | 0,82 CHF | 0,83 CHF | 88 700 | 88 700 | 35 147 | 35 147 | 30 567 CHF | 31 260 CHF | 99,41% | 99,41% |
08/07/2024 | 3,47% | 0,83 CHF | 0,84 CHF | 96 700 | 96 700 | 38 406 | 38 406 | 31 833 CHF | 32 597 CHF | 100,00% | 100,00% |
05/07/2024 | 3,53% | 0,76 CHF | 0,77 CHF | 95 900 | 95 900 | 37 939 | 37 939 | 29 735 CHF | 30 491 CHF | 99,71% | 99,71% |
04/07/2024 | 3,83% | 0,78 CHF | 0,80 CHF | 28 800 | 28 800 | 23 671 | 23 671 | 18 550 CHF | 19 229 CHF | 99,50% | 99,50% |
03/07/2024 | 3,53% | 0,77 CHF | 0,78 CHF | 97 600 | 97 600 | 38 841 | 38 841 | 30 054 CHF | 30 825 CHF | 99,64% | 99,64% |