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 | 1,12% | 0,85 CHF | 0,86 CHF | 60 000 | 60 000 | 32 883 | 32 883 | 29 903 CHF | 30 234 CHF | 99,83% | 99,83% |
15/07/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 60 000 | 60 000 | 33 073 | 33 073 | 30 191 CHF | 30 523 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 60 000 | 60 000 | 33 290 | 33 290 | 33 003 CHF | 33 337 CHF | 99,94% | 99,94% |
11/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 60 000 | 60 000 | 32 816 | 32 816 | 33 137 CHF | 33 468 CHF | 99,43% | 99,43% |
10/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 65 000 | 65 000 | 35 426 | 35 426 | 37 691 CHF | 38 046 CHF | 99,84% | 99,84% |
09/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 65 000 | 65 000 | 35 983 | 35 983 | 40 148 CHF | 40 508 CHF | 99,66% | 99,66% |
08/07/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 65 000 | 65 000 | 35 885 | 35 885 | 40 281 CHF | 40 641 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 65 000 | 65 000 | 35 852 | 35 852 | 38 961 CHF | 39 321 CHF | 99,53% | 99,53% |
04/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 33 000 | 33 000 | 29 240 | 29 240 | 32 915 CHF | 33 207 CHF | 98,94% | 98,94% |
03/07/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 65 000 | 65 000 | 35 269 | 35 269 | 42 182 CHF | 42 535 CHF | 98,22% | 98,22% |