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 | 0,83% | 2,24 CHF | 2,25 CHF | 90 000 | 90 000 | 40 646 | 40 646 | 89 424 CHF | 90 042 CHF | 99,89% | 99,89% |
15/07/2024 | 0,83% | 2,06 CHF | 2,07 CHF | 94 000 | 94 000 | 41 194 | 41 194 | 86 557 CHF | 87 177 CHF | 99,99% | 99,99% |
12/07/2024 | 0,83% | 2,19 CHF | 2,20 CHF | 90 000 | 90 000 | 39 487 | 39 487 | 90 033 CHF | 90 637 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 2,11 CHF | 2,12 CHF | 92 000 | 92 000 | 41 762 | 41 762 | 85 957 CHF | 86 593 CHF | 99,97% | 99,97% |
10/07/2024 | 0,94% | 1,89 CHF | 1,90 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 81 677 CHF | 82 330 CHF | 99,89% | 99,89% |
09/07/2024 | 0,93% | 1,88 CHF | 1,89 CHF | 96 000 | 96 000 | 43 007 | 43 007 | 82 480 CHF | 83 133 CHF | 99,77% | 99,77% |
08/07/2024 | 0,89% | 1,91 CHF | 1,92 CHF | 96 000 | 96 000 | 42 552 | 42 552 | 84 598 CHF | 85 242 CHF | 99,30% | 99,30% |
05/07/2024 | 0,92% | 1,92 CHF | 1,93 CHF | 96 000 | 96 000 | 42 861 | 42 861 | 82 684 CHF | 83 333 CHF | 100,00% | 100,00% |
04/07/2024 | 1,04% | 1,91 CHF | 1,93 CHF | 39 000 | 39 000 | 31 057 | 31 057 | 59 547 CHF | 60 168 CHF | 99,59% | 99,59% |
03/07/2024 | 0,89% | 1,88 CHF | 1,89 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 84 128 CHF | 84 769 CHF | 100,00% | 100,00% |