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 | 0,79% | 1,27 CHF | 1,28 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 110 792 CHF | 111 672 CHF | 100,00% | 100,00% |
15/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 113 928 CHF | 114 814 CHF | 100,00% | 100,00% |
12/07/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 79 000 | 79 000 | 79 914 | 79 914 | 74 021 CHF | 74 820 CHF | 99,99% | 99,99% |
11/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 80 000 | 80 000 | 80 570 | 80 570 | 77 107 CHF | 77 913 CHF | 99,82% | 99,82% |
10/07/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 81 858 CHF | 82 673 CHF | 100,00% | 100,00% |
09/07/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 78 515 CHF | 79 323 CHF | 99,73% | 99,73% |
08/07/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 81 000 | 81 000 | 80 315 | 80 315 | 76 334 CHF | 77 137 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 0,96 CHF | 0,97 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 71 319 CHF | 72 111 CHF | 99,81% | 99,81% |
04/07/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 80 000 | 80 000 | 80 002 | 80 002 | 74 891 CHF | 75 691 CHF | 100,00% | 100,00% |
03/07/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 80 000 | 80 000 | 80 610 | 80 610 | 77 676 CHF | 78 482 CHF | 100,00% | 100,00% |