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 | 1,27% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 40 689 | 40 689 | 32 925 CHF | 33 333 CHF | 99,90% | 99,90% |
15/07/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 91 000 | 91 000 | 41 140 | 41 140 | 31 962 CHF | 32 374 CHF | 100,00% | 100,00% |
12/07/2024 | 1,44% | 0,74 CHF | 0,75 CHF | 93 000 | 93 000 | 42 270 | 42 270 | 30 073 CHF | 30 497 CHF | 100,00% | 100,00% |
11/07/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 94 000 | 94 000 | 42 455 | 42 455 | 29 264 CHF | 29 689 CHF | 99,99% | 99,99% |
10/07/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 95 000 | 95 000 | 42 689 | 42 689 | 28 019 CHF | 28 446 CHF | 99,90% | 99,90% |
09/07/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 95 000 | 95 000 | 42 624 | 42 624 | 28 842 CHF | 29 269 CHF | 100,00% | 100,00% |
08/07/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 95 000 | 95 000 | 42 502 | 42 502 | 28 380 CHF | 28 806 CHF | 100,00% | 100,00% |
05/07/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 96 000 | 96 000 | 42 813 | 42 813 | 27 478 CHF | 27 907 CHF | 99,90% | 99,90% |
04/07/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 38 000 | 38 000 | 30 560 | 30 560 | 19 873 CHF | 20 178 CHF | 100,00% | 100,00% |
03/07/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 95 000 | 95 000 | 42 597 | 42 597 | 29 005 CHF | 29 432 CHF | 100,00% | 100,00% |