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 | 0,87% | 1,15 CHF | 1,16 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 100 194 CHF | 101 074 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 103 290 CHF | 104 176 CHF | 100,00% | 100,00% |
12/07/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 64 005 CHF | 64 804 CHF | 100,00% | 100,00% |
11/07/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 80 000 | 80 000 | 80 568 | 80 568 | 67 033 CHF | 67 840 CHF | 99,82% | 99,82% |
10/07/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 71 733 CHF | 72 548 CHF | 100,00% | 100,00% |
09/07/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 82 000 | 82 000 | 80 713 | 80 713 | 68 448 CHF | 69 256 CHF | 99,76% | 99,76% |
08/07/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 81 000 | 81 000 | 80 315 | 80 315 | 66 338 CHF | 67 141 CHF | 99,99% | 99,99% |
05/07/2024 | 1,29% | 0,83 CHF | 0,84 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 61 384 CHF | 62 177 CHF | 99,80% | 99,80% |
04/07/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 80 000 | 80 000 | 80 003 | 80 003 | 64 880 CHF | 65 680 CHF | 100,00% | 100,00% |
03/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 80 000 | 80 000 | 80 609 | 80 609 | 67 655 CHF | 68 461 CHF | 100,00% | 100,00% |