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 | 0,78% | 1,24 CHF | 1,25 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 63 579 CHF | 64 080 CHF | 99,99% | 99,99% |
15/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 50 959 CHF | 51 442 CHF | 99,99% | 99,99% |
12/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 48 133 CHF | 48 610 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 49 000 | 49 000 | 47 708 | 47 708 | 47 345 CHF | 47 822 CHF | 100,00% | 100,00% |
10/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 51 899 CHF | 52 387 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 49 770 CHF | 50 256 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 51 328 CHF | 51 815 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 45 933 CHF | 46 413 CHF | 99,81% | 99,81% |
04/07/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 41 877 CHF | 42 355 CHF | 99,49% | 99,49% |
03/07/2024 | 1,05% | 0,91 CHF | 0,92 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 45 299 CHF | 45 778 CHF | 99,37% | 99,37% |