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 | 0,67% | 1,35 CHF | 1,36 CHF | 74 100 | 74 100 | 33 480 | 33 480 | 49 687 CHF | 50 023 CHF | 99,90% | 99,90% |
15/07/2024 | 0,69% | 1,54 CHF | 1,55 CHF | 77 900 | 77 900 | 34 601 | 34 601 | 51 808 CHF | 52 154 CHF | 99,97% | 99,97% |
12/07/2024 | 1,01% | 1,46 CHF | 1,47 CHF | 73 300 | 73 300 | 32 942 | 32 942 | 49 363 CHF | 49 792 CHF | 99,99% | 99,99% |
11/07/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 75 900 | 75 900 | 33 870 | 33 870 | 50 846 CHF | 51 187 CHF | 99,98% | 99,98% |
10/07/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 76 600 | 76 600 | 34 330 | 34 330 | 52 086 CHF | 52 430 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 1,55 CHF | 1,56 CHF | 78 900 | 78 900 | 35 456 | 35 456 | 53 292 CHF | 53 647 CHF | 100,00% | 100,00% |
08/07/2024 | 0,72% | 1,48 CHF | 1,49 CHF | 80 800 | 80 800 | 36 156 | 36 156 | 51 575 CHF | 51 937 CHF | 100,00% | 100,00% |
05/07/2024 | 0,73% | 1,44 CHF | 1,45 CHF | 84 600 | 84 600 | 37 804 | 37 804 | 53 456 CHF | 53 835 CHF | 99,81% | 99,81% |
04/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 33 900 | 33 900 | 27 055 | 27 055 | 37 387 CHF | 37 658 CHF | 99,44% | 99,44% |
03/07/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 79 000 | 79 000 | 35 638 | 35 638 | 50 232 CHF | 50 589 CHF | 99,98% | 99,98% |