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 | 0,76% | 1,41 CHF | 1,45 CHF | 12 000 | 12 000 | 75 996 | 75 996 | 108 510 CHF | 109 281 CHF | 98,88% | 98,88% |
15/07/2024 | 0,73% | 1,43 CHF | 1,47 CHF | 12 000 | 12 000 | 75 980 | 75 980 | 113 947 CHF | 114 717 CHF | 98,85% | 98,85% |
12/07/2024 | 0,76% | 1,46 CHF | 1,50 CHF | 12 000 | 12 000 | 75 931 | 75 931 | 108 583 CHF | 109 354 CHF | 98,98% | 98,98% |
11/07/2024 | 0,76% | 1,36 CHF | 1,40 CHF | 12 000 | 12 000 | 76 159 | 76 159 | 110 043 CHF | 110 817 CHF | 98,91% | 98,91% |
10/07/2024 | 0,78% | 1,45 CHF | 1,49 CHF | 12 000 | 12 000 | 77 711 | 77 711 | 107 336 CHF | 108 124 CHF | 98,93% | 98,93% |
09/07/2024 | 0,77% | 1,40 CHF | 1,44 CHF | 12 000 | 12 000 | 76 990 | 76 990 | 109 957 CHF | 110 738 CHF | 98,70% | 98,70% |
08/07/2024 | 0,74% | 1,49 CHF | 1,53 CHF | 12 000 | 12 000 | 75 912 | 75 912 | 112 418 CHF | 113 188 CHF | 98,23% | 98,23% |
05/07/2024 | 0,75% | 1,46 CHF | 1,50 CHF | 12 000 | 12 000 | 76 199 | 76 199 | 110 505 CHF | 111 277 CHF | 98,75% | 98,75% |
04/07/2024 | 0,77% | 1,44 CHF | 1,48 CHF | 12 000 | 12 000 | 77 251 | 77 251 | 109 110 CHF | 109 894 CHF | 98,53% | 98,53% |
03/07/2024 | 0,74% | 1,34 CHF | 1,38 CHF | 12 000 | 12 000 | 76 354 | 76 354 | 112 208 CHF | 112 981 CHF | 98,35% | 98,35% |