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 | 1,03% | 0,98 CHF | 0,99 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 85 403 CHF | 86 283 CHF | 100,00% | 100,00% |
15/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 88 405 CHF | 89 291 CHF | 99,99% | 99,99% |
12/07/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 50 981 CHF | 51 780 CHF | 100,00% | 100,00% |
11/07/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 80 000 | 80 000 | 80 569 | 80 569 | 53 849 CHF | 54 655 CHF | 99,82% | 99,82% |
10/07/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 81 000 | 81 000 | 81 489 | 81 489 | 58 363 CHF | 59 178 CHF | 100,00% | 100,00% |
09/07/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 82 000 | 82 000 | 80 712 | 80 712 | 55 274 CHF | 56 082 CHF | 99,73% | 99,73% |
08/07/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 81 000 | 81 000 | 80 314 | 80 314 | 53 166 CHF | 53 969 CHF | 100,00% | 100,00% |
05/07/2024 | 1,63% | 0,67 CHF | 0,68 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 48 481 CHF | 49 274 CHF | 99,81% | 99,81% |
04/07/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 80 000 | 80 000 | 80 002 | 80 002 | 51 898 CHF | 52 698 CHF | 100,00% | 100,00% |
03/07/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 80 000 | 80 000 | 80 609 | 80 609 | 54 456 CHF | 55 262 CHF | 100,00% | 100,00% |