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 | 0,96% | 1,95 CHF | 1,96 CHF | 90 000 | 90 000 | 40 637 | 40 637 | 77 569 CHF | 78 187 CHF | 99,88% | 99,88% |
15/07/2024 | 0,96% | 1,77 CHF | 1,78 CHF | 94 000 | 94 000 | 41 199 | 41 199 | 74 526 CHF | 75 146 CHF | 100,00% | 100,00% |
12/07/2024 | 0,95% | 1,90 CHF | 1,91 CHF | 90 000 | 90 000 | 39 489 | 39 489 | 78 647 CHF | 79 251 CHF | 100,00% | 100,00% |
11/07/2024 | 1,04% | 1,82 CHF | 1,83 CHF | 92 000 | 92 000 | 41 765 | 41 765 | 73 697 CHF | 74 332 CHF | 99,98% | 99,98% |
10/07/2024 | 1,12% | 1,59 CHF | 1,60 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 68 848 CHF | 69 501 CHF | 99,89% | 99,89% |
09/07/2024 | 1,10% | 1,58 CHF | 1,59 CHF | 96 000 | 96 000 | 43 014 | 43 014 | 69 704 CHF | 70 356 CHF | 99,73% | 99,73% |
08/07/2024 | 1,04% | 1,62 CHF | 1,63 CHF | 96 000 | 96 000 | 42 548 | 42 548 | 72 028 CHF | 72 672 CHF | 99,32% | 99,32% |
05/07/2024 | 1,09% | 1,62 CHF | 1,63 CHF | 96 000 | 96 000 | 42 854 | 42 854 | 69 946 CHF | 70 595 CHF | 99,99% | 99,99% |
04/07/2024 | 1,23% | 1,61 CHF | 1,63 CHF | 39 000 | 39 000 | 31 052 | 31 052 | 50 293 CHF | 50 914 CHF | 99,66% | 99,66% |
03/07/2024 | 1,05% | 1,58 CHF | 1,59 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 71 537 CHF | 72 178 CHF | 100,00% | 100,00% |