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 | 1,13% | 0,92 CHF | 0,93 CHF | 80 000 | 80 000 | 79 388 | 79 388 | 70 972 CHF | 71 772 CHF | 100,00% | 100,00% |
15/07/2024 | 0,95% | 1,00 CHF | 1,01 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 84 285 CHF | 85 085 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 82 148 CHF | 82 948 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 84 671 CHF | 85 471 CHF | 99,69% | 99,69% |
10/07/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 80 000 | 80 000 | 83 536 | 83 536 | 80 712 CHF | 81 548 CHF | 100,00% | 100,00% |
09/07/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 90 000 | 90 000 | 87 914 | 87 914 | 83 459 CHF | 84 340 CHF | 99,99% | 99,99% |
08/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 90 000 | 90 000 | 89 848 | 89 848 | 82 031 CHF | 82 931 CHF | 99,74% | 99,74% |
05/07/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 79 096 CHF | 79 996 CHF | 100,00% | 100,00% |
04/07/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 84 197 CHF | 85 097 CHF | 100,00% | 100,00% |
03/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 80 261 CHF | 81 161 CHF | 99,98% | 99,98% |