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 | 0,99% | 1,09 CHF | 1,10 CHF | 170 000 | 170 000 | 76 883 | 76 883 | 80 038 CHF | 80 808 CHF | 99,90% | 99,90% |
15/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 174 000 | 174 000 | 77 279 | 77 279 | 79 924 CHF | 80 698 CHF | 99,97% | 99,97% |
12/07/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 172 000 | 172 000 | 77 369 | 77 369 | 80 139 CHF | 80 914 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 172 000 | 172 000 | 76 698 | 76 698 | 79 420 CHF | 80 192 CHF | 100,00% | 100,00% |
10/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 172 000 | 172 000 | 76 987 | 76 987 | 79 720 CHF | 80 491 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 172 000 | 172 000 | 77 177 | 77 177 | 80 228 CHF | 81 001 CHF | 100,00% | 100,00% |
08/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 172 000 | 172 000 | 76 941 | 76 941 | 82 050 CHF | 82 821 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 170 000 | 170 000 | 76 117 | 76 117 | 82 355 CHF | 83 118 CHF | 99,82% | 99,82% |
04/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 68 000 | 68 000 | 54 443 | 54 443 | 59 853 CHF | 60 398 CHF | 99,44% | 99,44% |
03/07/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 168 000 | 168 000 | 75 833 | 75 833 | 82 750 CHF | 83 509 CHF | 99,94% | 99,94% |