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 | 0,71% | 1,43 CHF | 1,44 CHF | 28 000 | 28 000 | 27 791 | 27 791 | 39 523 CHF | 39 801 CHF | 100,00% | 100,00% |
15/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 27 930 | 27 930 | 27 349 | 27 349 | 41 007 CHF | 41 280 CHF | 99,98% | 99,98% |
12/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 27 690 | 27 690 | 27 326 | 27 326 | 41 066 CHF | 41 339 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 27 790 | 27 790 | 27 439 | 27 439 | 40 509 CHF | 40 783 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 28 140 | 28 140 | 28 081 | 28 081 | 38 044 CHF | 38 325 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 28 320 | 28 320 | 28 008 | 28 008 | 38 283 CHF | 38 563 CHF | 99,56% | 99,56% |
08/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 28 360 | 28 360 | 28 099 | 28 099 | 37 841 CHF | 38 122 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 28 580 | 28 580 | 28 159 | 28 159 | 37 959 CHF | 38 241 CHF | 99,98% | 99,98% |
04/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 28 380 | 28 380 | 28 203 | 28 203 | 37 834 CHF | 38 117 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 28 750 | 28 750 | 28 400 | 28 400 | 37 061 CHF | 37 346 CHF | 100,00% | 100,00% |