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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 72 507 | 72 507 | 51 838 CHF | 52 566 CHF | 100,00% | 100,00% |
16/07/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 71 751 | 71 751 | 52 087 CHF | 52 805 CHF | 100,00% | 100,00% |
15/07/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 73 000 | 73 000 | 69 863 | 69 863 | 55 478 CHF | 56 176 CHF | 100,00% | 100,00% |
12/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 71 000 | 71 000 | 69 152 | 69 152 | 58 034 CHF | 58 725 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 71 000 | 71 000 | 69 118 | 69 118 | 57 686 CHF | 58 378 CHF | 100,00% | 100,00% |
10/07/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 71 000 | 71 000 | 69 750 | 69 750 | 57 086 CHF | 57 784 CHF | 100,00% | 100,00% |
09/07/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 73 000 | 73 000 | 69 645 | 69 645 | 57 920 CHF | 58 616 CHF | 100,00% | 100,00% |
08/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 71 000 | 71 000 | 69 154 | 69 154 | 58 012 CHF | 58 703 CHF | 100,00% | 100,00% |
05/07/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 71 000 | 71 000 | 69 146 | 69 146 | 59 851 CHF | 60 543 CHF | 99,81% | 99,81% |
04/07/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 71 000 | 71 000 | 69 145 | 69 145 | 58 211 CHF | 58 903 CHF | 99,49% | 99,49% |