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 | 0,92% | 2,04 CHF | 2,05 CHF | 90 000 | 90 000 | 40 645 | 40 645 | 81 405 CHF | 82 023 CHF | 99,89% | 99,89% |
15/07/2024 | 0,91% | 1,86 CHF | 1,87 CHF | 94 000 | 94 000 | 41 194 | 41 194 | 78 433 CHF | 79 053 CHF | 99,99% | 99,99% |
12/07/2024 | 0,90% | 2,00 CHF | 2,01 CHF | 90 000 | 90 000 | 39 489 | 39 489 | 82 319 CHF | 82 923 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 1,91 CHF | 1,92 CHF | 92 000 | 92 000 | 41 765 | 41 765 | 77 650 CHF | 78 286 CHF | 99,98% | 99,98% |
10/07/2024 | 1,05% | 1,69 CHF | 1,70 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 72 896 CHF | 73 549 CHF | 99,89% | 99,89% |
09/07/2024 | 1,04% | 1,68 CHF | 1,69 CHF | 96 000 | 96 000 | 43 009 | 43 009 | 73 773 CHF | 74 426 CHF | 99,73% | 99,73% |
08/07/2024 | 0,99% | 1,71 CHF | 1,72 CHF | 96 000 | 96 000 | 42 549 | 42 549 | 76 059 CHF | 76 703 CHF | 99,32% | 99,32% |
05/07/2024 | 1,03% | 1,72 CHF | 1,73 CHF | 96 000 | 96 000 | 42 860 | 42 860 | 73 997 CHF | 74 646 CHF | 100,00% | 100,00% |
04/07/2024 | 1,16% | 1,71 CHF | 1,73 CHF | 39 000 | 39 000 | 31 057 | 31 057 | 53 209 CHF | 53 830 CHF | 99,59% | 99,59% |
03/07/2024 | 0,99% | 1,68 CHF | 1,69 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 75 590 CHF | 76 230 CHF | 100,00% | 100,00% |