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 | 0,74% | 1,35 CHF | 1,36 CHF | 86 000 | 86 000 | 85 519 | 85 519 | 115 063 CHF | 115 918 CHF | 99,52% | 99,52% |
15/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 82 000 | 82 000 | 81 620 | 81 620 | 94 928 CHF | 95 744 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 96 912 CHF | 97 729 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 82 000 | 82 000 | 82 033 | 82 033 | 99 306 CHF | 100 126 CHF | 100,00% | 100,00% |
10/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 95 335 CHF | 96 152 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 86 000 | 86 000 | 85 645 | 85 645 | 113 669 CHF | 114 525 CHF | 99,99% | 99,99% |
08/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 86 000 | 86 000 | 85 491 | 85 491 | 112 321 CHF | 113 176 CHF | 100,00% | 100,00% |
05/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 86 000 | 86 000 | 85 791 | 85 791 | 116 479 CHF | 117 337 CHF | 99,81% | 99,81% |
04/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 88 000 | 88 000 | 89 011 | 89 011 | 130 079 CHF | 130 969 CHF | 99,49% | 99,49% |
03/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 90 000 | 90 000 | 88 423 | 88 423 | 128 667 CHF | 129 551 CHF | 99,37% | 99,37% |