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 | 0,83% | 1,22 CHF | 1,23 CHF | 28 000 | 28 000 | 27 791 | 27 791 | 33 710 CHF | 33 988 CHF | 100,00% | 100,00% |
15/07/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 27 930 | 27 930 | 27 351 | 27 351 | 35 296 CHF | 35 570 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 27 690 | 27 690 | 27 325 | 27 325 | 35 357 CHF | 35 630 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 27 790 | 27 790 | 27 443 | 27 443 | 34 792 CHF | 35 067 CHF | 99,99% | 99,99% |
10/07/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 28 140 | 28 140 | 28 079 | 28 079 | 32 174 CHF | 32 455 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 28 320 | 28 320 | 28 008 | 28 008 | 32 436 CHF | 32 717 CHF | 99,11% | 99,11% |
08/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 28 360 | 28 360 | 28 098 | 28 098 | 31 971 CHF | 32 252 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 28 580 | 28 580 | 28 155 | 28 155 | 32 068 CHF | 32 349 CHF | 100,00% | 100,00% |
04/07/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 28 380 | 28 380 | 28 200 | 28 200 | 31 940 CHF | 32 222 CHF | 100,00% | 100,00% |
03/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 28 750 | 28 750 | 28 398 | 28 398 | 31 132 CHF | 31 417 CHF | 100,00% | 100,00% |