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 | 1,71% | 0,61 CHF | 0,62 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 29 107 CHF | 29 607 CHF | 99,99% | 99,99% |
15/07/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 38 595 CHF | 39 077 CHF | 100,00% | 100,00% |
12/07/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 40 632 CHF | 41 109 CHF | 100,00% | 100,00% |
11/07/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 49 000 | 49 000 | 47 712 | 47 712 | 41 092 CHF | 41 569 CHF | 100,00% | 100,00% |
10/07/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 38 091 CHF | 38 579 CHF | 100,00% | 100,00% |
09/07/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 39 993 CHF | 40 479 CHF | 100,00% | 100,00% |
08/07/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 38 452 CHF | 38 939 CHF | 99,99% | 99,99% |
05/07/2024 | 1,12% | 0,85 CHF | 0,86 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 42 613 CHF | 43 093 CHF | 99,81% | 99,81% |
04/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 46 403 CHF | 46 880 CHF | 99,49% | 99,49% |
03/07/2024 | 1,10% | 0,94 CHF | 0,95 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 43 246 CHF | 43 725 CHF | 99,35% | 99,35% |