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 | 0,71% | 1,44 CHF | 1,45 CHF | 54 000 | 54 000 | 55 690 | 55 690 | 77 893 CHF | 78 450 CHF | 100,00% | 100,00% |
15/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 83 410 CHF | 83 950 CHF | 99,99% | 99,99% |
12/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 81 346 CHF | 81 886 CHF | 100,00% | 100,00% |
11/07/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 54 000 | 54 000 | 53 967 | 53 967 | 82 583 CHF | 83 123 CHF | 100,00% | 100,00% |
10/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 80 130 CHF | 80 670 CHF | 100,00% | 100,00% |
09/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 54 000 | 54 000 | 53 941 | 53 941 | 81 660 CHF | 82 200 CHF | 100,00% | 100,00% |
08/07/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 54 000 | 54 000 | 54 539 | 54 539 | 78 650 CHF | 79 195 CHF | 100,00% | 100,00% |
05/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 76 530 CHF | 77 090 CHF | 100,00% | 100,00% |
04/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 76 108 CHF | 76 668 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 74 054 CHF | 74 614 CHF | 100,00% | 100,00% |