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 | 0,73% | 1,38 CHF | 1,39 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 120 512 CHF | 121 392 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 88 000 | 88 000 | 88 613 | 88 613 | 123 741 CHF | 124 628 CHF | 100,00% | 100,00% |
12/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 79 000 | 79 000 | 79 913 | 79 913 | 82 862 CHF | 83 661 CHF | 100,00% | 100,00% |
11/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 80 000 | 80 000 | 80 568 | 80 568 | 86 013 CHF | 86 820 CHF | 99,83% | 99,83% |
10/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 81 000 | 81 000 | 81 488 | 81 488 | 90 883 CHF | 91 698 CHF | 100,00% | 100,00% |
09/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 82 000 | 82 000 | 80 712 | 80 712 | 87 465 CHF | 88 273 CHF | 99,74% | 99,74% |
08/07/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 81 000 | 81 000 | 80 315 | 80 315 | 85 233 CHF | 86 036 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 81 000 | 81 000 | 79 284 | 79 284 | 80 107 CHF | 80 900 CHF | 99,80% | 99,80% |
04/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 80 000 | 80 000 | 80 003 | 80 003 | 83 784 CHF | 84 584 CHF | 100,00% | 100,00% |
03/07/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 80 000 | 80 000 | 80 610 | 80 610 | 86 619 CHF | 87 425 CHF | 100,00% | 100,00% |