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 | 1,00% | 0,96 CHF | 0,97 CHF | 60 000 | 60 000 | 32 886 | 32 886 | 33 782 CHF | 34 113 CHF | 99,85% | 99,85% |
15/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 60 000 | 60 000 | 33 073 | 33 073 | 34 051 CHF | 34 383 CHF | 100,00% | 100,00% |
12/07/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 60 000 | 60 000 | 33 290 | 33 290 | 36 925 CHF | 37 259 CHF | 99,94% | 99,94% |
11/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 60 000 | 60 000 | 32 810 | 32 810 | 36 985 CHF | 37 317 CHF | 99,42% | 99,42% |
10/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 65 000 | 65 000 | 35 426 | 35 426 | 41 910 CHF | 42 265 CHF | 99,84% | 99,84% |
09/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 65 000 | 65 000 | 35 983 | 35 983 | 44 416 CHF | 44 777 CHF | 99,66% | 99,66% |
08/07/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 65 000 | 65 000 | 35 885 | 35 885 | 44 551 CHF | 44 911 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 65 000 | 65 000 | 35 854 | 35 854 | 43 233 CHF | 43 593 CHF | 99,54% | 99,54% |
04/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 33 000 | 33 000 | 29 240 | 29 240 | 36 398 CHF | 36 690 CHF | 98,94% | 98,94% |
03/07/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 65 000 | 65 000 | 35 269 | 35 269 | 46 407 CHF | 46 760 CHF | 98,22% | 98,22% |