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 | 0,70% | 1,43 CHF | 1,44 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 125 426 CHF | 126 306 CHF | 99,99% | 99,99% |
15/07/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 128 682 CHF | 129 568 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 86 901 CHF | 87 700 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 80 000 | 80 000 | 80 570 | 80 570 | 90 105 CHF | 90 912 CHF | 99,82% | 99,82% |
10/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 81 000 | 81 000 | 81 489 | 81 489 | 95 098 CHF | 95 913 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 91 613 CHF | 92 422 CHF | 99,76% | 99,76% |
08/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 81 000 | 81 000 | 80 314 | 80 314 | 89 300 CHF | 90 103 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 1,12 CHF | 1,13 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 84 098 CHF | 84 891 CHF | 99,81% | 99,81% |
04/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 80 000 | 80 000 | 80 002 | 80 002 | 87 893 CHF | 88 693 CHF | 100,00% | 100,00% |
03/07/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 80 000 | 80 000 | 80 609 | 80 609 | 90 772 CHF | 91 578 CHF | 100,00% | 100,00% |