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 | 1,25% | 0,81 CHF | 0,82 CHF | 55 000 | 55 000 | 54 486 | 54 486 | 43 910 CHF | 44 455 CHF | 100,00% | 100,00% |
15/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 55 000 | 55 000 | 54 482 | 54 482 | 45 264 CHF | 45 809 CHF | 100,00% | 100,00% |
12/07/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 55 000 | 55 000 | 54 483 | 54 483 | 45 978 CHF | 46 523 CHF | 100,00% | 100,00% |
11/07/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 55 000 | 55 000 | 54 466 | 54 466 | 45 196 CHF | 45 742 CHF | 96,88% | 96,88% |
10/07/2024 | 1,25% | 0,82 CHF | 0,83 CHF | 55 000 | 55 000 | 54 482 | 54 482 | 43 710 CHF | 44 255 CHF | 100,00% | 100,00% |
09/07/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 56 000 | 56 000 | 55 472 | 55 472 | 40 571 CHF | 41 127 CHF | 100,00% | 100,00% |
08/07/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 56 000 | 56 000 | 55 473 | 55 473 | 38 946 CHF | 39 502 CHF | 100,00% | 100,00% |
05/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 56 000 | 56 000 | 55 561 | 55 561 | 38 724 CHF | 39 280 CHF | 100,00% | 100,00% |
04/07/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 56 000 | 56 000 | 55 898 | 55 898 | 38 464 CHF | 39 023 CHF | 100,00% | 100,00% |
03/07/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 57 000 | 57 000 | 56 463 | 56 463 | 37 178 CHF | 37 743 CHF | 99,37% | 99,37% |