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 | 1,06% | 0,90 CHF | 0,91 CHF | 78 000 | 78 000 | 35 389 | 35 389 | 33 225 CHF | 33 580 CHF | 99,89% | 99,89% |
15/07/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 80 000 | 80 000 | 35 786 | 35 786 | 33 894 CHF | 34 253 CHF | 99,99% | 99,99% |
12/07/2024 | 1,14% | 0,95 CHF | 0,96 CHF | 80 000 | 80 000 | 35 074 | 35 074 | 31 638 CHF | 31 992 CHF | 100,00% | 100,00% |
11/07/2024 | 0,95% | 0,99 CHF | 1,00 CHF | 80 000 | 80 000 | 35 616 | 35 616 | 37 180 CHF | 37 537 CHF | 100,00% | 100,00% |
10/07/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 82 000 | 82 000 | 36 812 | 36 812 | 41 036 CHF | 41 406 CHF | 99,90% | 99,90% |
09/07/2024 | 1,09% | 1,15 CHF | 1,16 CHF | 84 000 | 84 000 | 35 675 | 35 675 | 40 721 CHF | 41 094 CHF | 99,70% | 99,70% |
08/07/2024 | 0,97% | 1,16 CHF | 1,17 CHF | 84 000 | 84 000 | 36 471 | 36 471 | 41 153 CHF | 41 529 CHF | 99,31% | 99,31% |
05/07/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 84 000 | 84 000 | 37 463 | 37 463 | 42 624 CHF | 43 000 CHF | 99,90% | 99,90% |
04/07/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 33 000 | 33 000 | 26 666 | 26 666 | 29 995 CHF | 30 262 CHF | 99,61% | 99,61% |
03/07/2024 | 0,98% | 1,17 CHF | 1,18 CHF | 84 000 | 84 000 | 34 868 | 34 868 | 40 466 CHF | 40 842 CHF | 100,00% | 100,00% |