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 | 0,61% | 1,63 CHF | 1,64 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 142 792 CHF | 143 672 CHF | 100,00% | 100,00% |
15/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 146 150 CHF | 147 036 CHF | 99,99% | 99,99% |
12/07/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 103 141 CHF | 103 940 CHF | 100,00% | 100,00% |
11/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 80 000 | 80 000 | 80 571 | 80 571 | 106 445 CHF | 107 252 CHF | 99,85% | 99,85% |
10/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 111 537 CHF | 112 352 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 107 921 CHF | 108 729 CHF | 99,73% | 99,73% |
08/07/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 81 000 | 81 000 | 80 314 | 80 314 | 105 612 CHF | 106 415 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 1,32 CHF | 1,33 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 100 233 CHF | 101 026 CHF | 99,80% | 99,80% |
04/07/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 80 000 | 80 000 | 80 002 | 80 002 | 104 069 CHF | 104 869 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 80 000 | 80 000 | 80 610 | 80 610 | 107 100 CHF | 107 907 CHF | 100,00% | 100,00% |