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 | 0,64% | 1,59 CHF | 1,60 CHF | 54 000 | 54 000 | 55 690 | 55 690 | 86 114 CHF | 86 671 CHF | 100,00% | 100,00% |
15/07/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 91 376 CHF | 91 916 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 89 342 CHF | 89 882 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 54 000 | 54 000 | 53 967 | 53 967 | 90 586 CHF | 91 126 CHF | 100,00% | 100,00% |
10/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 88 070 CHF | 88 610 CHF | 100,00% | 100,00% |
09/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 54 000 | 54 000 | 53 941 | 53 941 | 89 631 CHF | 90 171 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 54 000 | 54 000 | 54 539 | 54 539 | 86 690 CHF | 87 235 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 84 785 CHF | 85 345 CHF | 100,00% | 100,00% |
04/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 84 354 CHF | 84 914 CHF | 100,00% | 100,00% |
03/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 82 319 CHF | 82 879 CHF | 100,00% | 100,00% |