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 | 1,42% | 0,68 CHF | 0,69 CHF | 76 000 | 76 000 | 77 530 | 77 530 | 54 295 CHF | 55 070 CHF | 99,99% | 99,99% |
15/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 76 000 | 76 000 | 76 160 | 76 160 | 52 037 CHF | 52 799 CHF | 100,00% | 100,00% |
12/07/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 76 000 | 76 000 | 76 444 | 76 444 | 52 797 CHF | 53 561 CHF | 100,00% | 100,00% |
11/07/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 76 000 | 76 000 | 76 021 | 76 021 | 51 544 CHF | 52 305 CHF | 99,99% | 99,99% |
10/07/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 78 000 | 78 000 | 78 355 | 78 355 | 58 469 CHF | 59 252 CHF | 100,00% | 100,00% |
09/07/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 78 000 | 78 000 | 77 998 | 77 998 | 57 905 CHF | 58 686 CHF | 100,00% | 100,00% |
08/07/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 78 000 | 78 000 | 77 697 | 77 697 | 55 080 CHF | 55 857 CHF | 99,65% | 99,65% |
05/07/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 76 000 | 76 000 | 76 154 | 76 154 | 51 749 CHF | 52 510 CHF | 100,00% | 100,00% |
04/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 76 000 | 76 000 | 76 000 | 76 000 | 52 175 CHF | 52 935 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 76 000 | 76 000 | 76 543 | 76 543 | 53 422 CHF | 54 188 CHF | 100,00% | 100,00% |