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 | 0,52% | 1,94 CHF | 1,95 CHF | 86 000 | 86 000 | 85 519 | 85 519 | 165 478 CHF | 166 333 CHF | 99,52% | 99,52% |
15/07/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 82 000 | 82 000 | 81 620 | 81 620 | 142 972 CHF | 143 789 CHF | 100,00% | 100,00% |
12/07/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 144 935 CHF | 145 751 CHF | 100,00% | 100,00% |
11/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 82 000 | 82 000 | 82 033 | 82 033 | 147 471 CHF | 148 292 CHF | 100,00% | 100,00% |
10/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 143 160 CHF | 143 977 CHF | 100,00% | 100,00% |
09/07/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 86 000 | 86 000 | 85 645 | 85 645 | 163 908 CHF | 164 765 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 86 000 | 86 000 | 85 491 | 85 491 | 162 465 CHF | 163 320 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 86 000 | 86 000 | 85 791 | 85 791 | 166 778 CHF | 167 636 CHF | 99,80% | 99,80% |
04/07/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 88 000 | 88 000 | 89 011 | 89 011 | 182 419 CHF | 183 309 CHF | 99,49% | 99,49% |
03/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 90 000 | 90 000 | 88 423 | 88 423 | 180 591 CHF | 181 476 CHF | 99,35% | 99,35% |