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 | 0,93% | 1,08 CHF | 1,09 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 94 127 CHF | 95 007 CHF | 100,00% | 100,00% |
15/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 97 175 CHF | 98 061 CHF | 100,00% | 100,00% |
12/07/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 58 907 CHF | 59 706 CHF | 100,00% | 100,00% |
11/07/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 80 000 | 80 000 | 80 568 | 80 568 | 61 844 CHF | 62 650 CHF | 99,82% | 99,82% |
10/07/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 66 454 CHF | 67 269 CHF | 100,00% | 100,00% |
09/07/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 63 252 CHF | 64 060 CHF | 99,73% | 99,73% |
08/07/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 81 000 | 81 000 | 80 315 | 80 315 | 61 154 CHF | 61 957 CHF | 100,00% | 100,00% |
05/07/2024 | 1,40% | 0,77 CHF | 0,78 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 56 322 CHF | 57 115 CHF | 99,80% | 99,80% |
04/07/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 80 000 | 80 000 | 80 003 | 80 003 | 59 783 CHF | 60 583 CHF | 100,00% | 100,00% |
03/07/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 80 000 | 80 000 | 80 610 | 80 610 | 62 436 CHF | 63 242 CHF | 100,00% | 100,00% |