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 | 0,93% | 1,15 CHF | 1,19 CHF | 12 000 | 12 000 | 75 996 | 75 996 | 89 068 CHF | 89 839 CHF | 98,88% | 98,88% |
15/07/2024 | 0,88% | 1,17 CHF | 1,21 CHF | 12 000 | 12 000 | 75 980 | 75 980 | 94 557 CHF | 95 328 CHF | 98,86% | 98,86% |
12/07/2024 | 0,92% | 1,20 CHF | 1,24 CHF | 12 000 | 12 000 | 75 931 | 75 931 | 89 253 CHF | 90 024 CHF | 98,98% | 98,98% |
11/07/2024 | 0,92% | 1,11 CHF | 1,15 CHF | 12 000 | 12 000 | 76 157 | 76 157 | 90 694 CHF | 91 467 CHF | 98,92% | 98,92% |
10/07/2024 | 0,96% | 1,20 CHF | 1,24 CHF | 12 000 | 12 000 | 77 711 | 77 711 | 87 630 CHF | 88 418 CHF | 98,93% | 98,93% |
09/07/2024 | 0,93% | 1,15 CHF | 1,19 CHF | 12 000 | 12 000 | 76 990 | 76 990 | 90 437 CHF | 91 218 CHF | 98,71% | 98,71% |
08/07/2024 | 0,85% | 1,24 CHF | 1,28 CHF | 12 000 | 12 000 | 76 852 | 76 852 | 94 366 CHF | 95 141 CHF | 96,80% | 96,80% |
05/07/2024 | 0,91% | 1,21 CHF | 1,25 CHF | 12 000 | 12 000 | 76 069 | 76 069 | 91 003 CHF | 91 775 CHF | 98,94% | 98,94% |
04/07/2024 | 0,94% | 1,18 CHF | 1,22 CHF | 12 000 | 12 000 | 77 252 | 77 252 | 89 491 CHF | 90 275 CHF | 98,57% | 98,57% |
03/07/2024 | 0,89% | 1,09 CHF | 1,13 CHF | 12 000 | 12 000 | 76 355 | 76 355 | 92 823 CHF | 93 595 CHF | 98,35% | 98,35% |