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 | 1,02% | 0,94 CHF | 0,95 CHF | 60 000 | 60 000 | 32 882 | 32 882 | 32 901 CHF | 33 232 CHF | 99,83% | 99,83% |
15/07/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 60 000 | 60 000 | 33 073 | 33 073 | 33 209 CHF | 33 540 CHF | 100,00% | 100,00% |
12/07/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 60 000 | 60 000 | 33 290 | 33 290 | 36 109 CHF | 36 443 CHF | 99,94% | 99,94% |
11/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 60 000 | 60 000 | 32 816 | 32 816 | 36 128 CHF | 36 460 CHF | 99,43% | 99,43% |
10/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 65 000 | 65 000 | 35 426 | 35 426 | 40 930 CHF | 41 285 CHF | 99,84% | 99,84% |
09/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 65 000 | 65 000 | 35 983 | 35 983 | 43 445 CHF | 43 806 CHF | 99,66% | 99,66% |
08/07/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 65 000 | 65 000 | 35 884 | 35 884 | 43 549 CHF | 43 910 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 65 000 | 65 000 | 35 852 | 35 852 | 42 227 CHF | 42 587 CHF | 99,53% | 99,53% |
04/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 33 000 | 33 000 | 29 240 | 29 240 | 35 652 CHF | 35 944 CHF | 98,94% | 98,94% |
03/07/2024 | 0,78% | 1,22 CHF | 1,23 CHF | 65 000 | 65 000 | 35 268 | 35 268 | 45 459 CHF | 45 812 CHF | 98,24% | 98,24% |