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 | 1,85% | 0,53 CHF | 0,54 CHF | 86 000 | 86 000 | 85 519 | 85 519 | 45 799 CHF | 46 654 CHF | 99,51% | 99,51% |
15/07/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 82 000 | 82 000 | 81 620 | 81 620 | 58 832 CHF | 59 648 CHF | 100,00% | 100,00% |
12/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 56 948 CHF | 57 764 CHF | 100,00% | 100,00% |
11/07/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 82 000 | 82 000 | 82 029 | 82 029 | 55 102 CHF | 55 923 CHF | 100,00% | 100,00% |
10/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 58 213 CHF | 59 030 CHF | 100,00% | 100,00% |
09/07/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 86 000 | 86 000 | 85 646 | 85 646 | 47 143 CHF | 47 999 CHF | 100,00% | 100,00% |
08/07/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 86 000 | 86 000 | 85 491 | 85 491 | 48 114 CHF | 48 969 CHF | 100,00% | 100,00% |
05/07/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 86 000 | 86 000 | 85 791 | 85 791 | 44 944 CHF | 45 802 CHF | 99,81% | 99,81% |
04/07/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 88 000 | 88 000 | 89 011 | 89 011 | 37 266 CHF | 38 157 CHF | 99,49% | 99,49% |
03/07/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 90 000 | 90 000 | 88 423 | 88 423 | 37 566 CHF | 38 450 CHF | 99,35% | 99,35% |