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 | 1,68% | 0,60 CHF | 0,61 CHF | 116 000 | 116 000 | 114 866 | 114 866 | 68 005 CHF | 69 154 CHF | 99,99% | 99,99% |
15/07/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 114 000 | 114 000 | 113 481 | 113 481 | 75 061 CHF | 76 196 CHF | 100,00% | 100,00% |
12/07/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 112 000 | 112 000 | 111 526 | 111 526 | 80 334 CHF | 81 449 CHF | 100,00% | 100,00% |
11/07/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 112 000 | 112 000 | 113 318 | 113 318 | 75 234 CHF | 76 368 CHF | 100,00% | 100,00% |
10/07/2024 | 1,76% | 0,64 CHF | 0,65 CHF | 114 000 | 114 000 | 115 903 | 115 903 | 65 578 CHF | 66 737 CHF | 100,00% | 100,00% |
09/07/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 118 000 | 118 000 | 116 883 | 116 883 | 62 651 CHF | 63 820 CHF | 100,00% | 100,00% |
08/07/2024 | 1,86% | 0,51 CHF | 0,52 CHF | 118 000 | 118 000 | 117 466 | 117 466 | 62 611 CHF | 63 786 CHF | 99,99% | 99,99% |
05/07/2024 | 1,73% | 0,53 CHF | 0,54 CHF | 118 000 | 118 000 | 115 872 | 115 872 | 66 531 CHF | 67 689 CHF | 99,82% | 99,82% |
04/07/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 116 000 | 116 000 | 115 890 | 115 890 | 65 020 CHF | 66 178 CHF | 99,50% | 99,50% |
03/07/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 116 000 | 116 000 | 115 519 | 115 519 | 68 672 CHF | 69 828 CHF | 99,36% | 99,36% |