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 | - | 0,51 CHF | - CHF | 116 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/07/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 114 000 | 114 000 | 112 091 | 112 091 | 63 563 CHF | 64 684 CHF | 100,00% | 100,00% |
12/07/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 112 000 | 112 000 | 112 326 | 112 326 | 63 487 CHF | 64 610 CHF | 100,00% | 100,00% |
11/07/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 114 000 | 114 000 | 113 598 | 113 598 | 62 801 CHF | 63 937 CHF | 100,00% | 100,00% |
10/07/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 114 000 | 114 000 | 113 618 | 113 618 | 63 000 CHF | 64 136 CHF | 100,00% | 100,00% |
09/07/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 114 000 | 114 000 | 114 667 | 114 667 | 60 956 CHF | 62 103 CHF | 100,00% | 100,00% |
08/07/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 112 000 | 112 000 | 113 825 | 113 825 | 63 366 CHF | 64 504 CHF | 100,00% | 100,00% |
05/07/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 114 000 | 114 000 | 113 999 | 113 999 | 62 563 CHF | 63 703 CHF | 99,81% | 99,81% |
04/07/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 114 000 | 114 000 | 114 000 | 114 000 | 62 692 CHF | 63 832 CHF | 99,49% | 99,49% |
03/07/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 114 000 | 114 000 | 113 627 | 113 627 | 63 317 CHF | 64 453 CHF | 99,36% | 99,36% |