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% | 1,04 CHF | 1,05 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 90 866 CHF | 91 746 CHF | 100,00% | 100,00% |
15/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 93 903 CHF | 94 789 CHF | 100,00% | 100,00% |
12/07/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 55 521 CHF | 56 320 CHF | 100,00% | 100,00% |
11/07/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 80 000 | 80 000 | 80 567 | 80 567 | 58 546 CHF | 59 352 CHF | 99,83% | 99,83% |
10/07/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 63 127 CHF | 63 942 CHF | 100,00% | 100,00% |
09/07/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 59 898 CHF | 60 706 CHF | 99,78% | 99,78% |
08/07/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 81 000 | 81 000 | 80 315 | 80 315 | 57 821 CHF | 58 624 CHF | 100,00% | 100,00% |
05/07/2024 | 1,49% | 0,73 CHF | 0,74 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 52 991 CHF | 53 784 CHF | 99,81% | 99,81% |
04/07/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 80 000 | 80 000 | 80 003 | 80 003 | 56 369 CHF | 57 169 CHF | 100,00% | 100,00% |
03/07/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 80 000 | 80 000 | 80 609 | 80 609 | 59 093 CHF | 59 899 CHF | 100,00% | 100,00% |