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 | 0,67% | 1,56 CHF | 1,57 CHF | 90 000 | 90 000 | 40 689 | 40 689 | 62 485 CHF | 62 893 CHF | 99,90% | 99,90% |
15/07/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 91 000 | 91 000 | 41 136 | 41 136 | 61 809 CHF | 62 221 CHF | 99,99% | 99,99% |
12/07/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 93 000 | 93 000 | 42 272 | 42 272 | 60 753 CHF | 61 177 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 94 000 | 94 000 | 42 460 | 42 460 | 60 028 CHF | 60 453 CHF | 100,00% | 100,00% |
10/07/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 95 000 | 95 000 | 42 690 | 42 690 | 59 024 CHF | 59 452 CHF | 99,90% | 99,90% |
09/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 95 000 | 95 000 | 42 624 | 42 624 | 59 842 CHF | 60 269 CHF | 100,00% | 100,00% |
08/07/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 95 000 | 95 000 | 42 504 | 42 504 | 59 260 CHF | 59 686 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 96 000 | 96 000 | 42 669 | 42 669 | 58 430 CHF | 58 857 CHF | 99,63% | 99,63% |
04/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 38 000 | 38 000 | 30 560 | 30 560 | 42 183 CHF | 42 488 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 95 000 | 95 000 | 42 597 | 42 597 | 60 070 CHF | 60 497 CHF | 100,00% | 100,00% |