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 | 0,70% | 1,41 CHF | 1,42 CHF | 86 900 | 86 900 | 86 946 | 86 946 | 124 435 CHF | 125 304 CHF | 99,99% | 99,99% |
15/07/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 105 800 | 105 800 | 105 923 | 105 923 | 152 624 CHF | 153 683 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 1,26 CHF | 1,27 CHF | 96 900 | 96 900 | 96 900 | 96 900 | 126 238 CHF | 127 207 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 90 100 | 90 100 | 90 624 | 90 624 | 120 819 CHF | 121 725 CHF | 99,83% | 99,83% |
10/07/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 88 500 | 88 500 | 88 500 | 88 500 | 128 572 CHF | 129 457 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 89 000 | 89 000 | 88 901 | 88 901 | 126 602 CHF | 127 492 CHF | 99,74% | 99,74% |
08/07/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 94 000 | 94 000 | 94 000 | 94 000 | 133 923 CHF | 134 863 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 96 600 | 96 600 | 94 707 | 94 707 | 128 333 CHF | 129 280 CHF | 99,81% | 99,81% |
04/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 97 800 | 97 800 | 96 881 | 96 881 | 131 534 CHF | 132 503 CHF | 100,00% | 100,00% |
03/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 98 500 | 98 500 | 96 395 | 96 395 | 129 040 CHF | 130 004 CHF | 100,00% | 100,00% |