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 | 1,15% | 0,90 CHF | 0,91 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 43 417 CHF | 43 917 CHF | 99,99% | 99,99% |
15/07/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 52 380 CHF | 52 863 CHF | 100,00% | 100,00% |
12/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 54 199 CHF | 54 676 CHF | 100,00% | 100,00% |
11/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 49 000 | 49 000 | 47 707 | 47 707 | 54 626 CHF | 55 104 CHF | 100,00% | 100,00% |
10/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 51 842 CHF | 52 330 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 53 691 CHF | 54 177 CHF | 100,00% | 100,00% |
08/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 52 238 CHF | 52 725 CHF | 100,00% | 100,00% |
05/07/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 56 141 CHF | 56 620 CHF | 99,81% | 99,81% |
04/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 59 854 CHF | 60 331 CHF | 99,49% | 99,49% |
03/07/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 56 773 CHF | 57 252 CHF | 99,36% | 99,36% |