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 | 0,60% | 1,79 CHF | 1,83 CHF | 12 000 | 12 000 | 75 996 | 75 996 | 137 783 CHF | 138 554 CHF | 98,88% | 98,88% |
15/07/2024 | 0,58% | 1,81 CHF | 1,85 CHF | 12 000 | 12 000 | 75 980 | 75 980 | 143 234 CHF | 144 005 CHF | 98,86% | 98,86% |
12/07/2024 | 0,60% | 1,84 CHF | 1,88 CHF | 12 000 | 12 000 | 75 931 | 75 931 | 137 842 CHF | 138 613 CHF | 98,98% | 98,98% |
11/07/2024 | 0,60% | 1,74 CHF | 1,78 CHF | 12 000 | 12 000 | 76 158 | 76 158 | 139 359 CHF | 140 132 CHF | 98,93% | 98,93% |
10/07/2024 | 0,61% | 1,84 CHF | 1,88 CHF | 12 000 | 12 000 | 77 711 | 77 711 | 137 189 CHF | 137 977 CHF | 98,93% | 98,93% |
09/07/2024 | 0,60% | 1,79 CHF | 1,83 CHF | 12 000 | 12 000 | 76 990 | 76 990 | 139 519 CHF | 140 300 CHF | 98,70% | 98,70% |
08/07/2024 | 0,56% | 1,88 CHF | 1,92 CHF | 12 000 | 12 000 | 76 853 | 76 853 | 143 323 CHF | 144 098 CHF | 96,82% | 96,82% |
05/07/2024 | 0,59% | 1,85 CHF | 1,89 CHF | 12 000 | 12 000 | 76 069 | 76 069 | 139 509 CHF | 140 281 CHF | 98,94% | 98,94% |
04/07/2024 | 0,61% | 1,82 CHF | 1,86 CHF | 12 000 | 12 000 | 77 251 | 77 251 | 138 750 CHF | 139 533 CHF | 98,53% | 98,53% |
03/07/2024 | 0,58% | 1,72 CHF | 1,76 CHF | 12 000 | 12 000 | 76 355 | 76 355 | 141 497 CHF | 142 270 CHF | 98,35% | 98,35% |