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 | 0,86% | 1,18 CHF | 1,19 CHF | 49 000 | 49 000 | 49 072 | 49 072 | 57 094 CHF | 57 584 CHF | 99,99% | 99,99% |
15/07/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 49 000 | 49 000 | 49 090 | 49 090 | 57 500 CHF | 57 991 CHF | 99,99% | 99,99% |
12/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 49 000 | 49 000 | 49 027 | 49 027 | 57 584 CHF | 58 074 CHF | 100,00% | 100,00% |
11/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 49 748 | 49 748 | 56 845 CHF | 57 343 CHF | 99,98% | 99,98% |
10/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 065 | 50 065 | 54 704 CHF | 55 205 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 51 000 | 51 000 | 50 372 | 50 372 | 53 259 CHF | 53 762 CHF | 100,00% | 100,00% |
08/07/2024 | 0,78% | 1,20 CHF | 1,21 CHF | 49 000 | 49 000 | 48 738 | 48 738 | 62 101 CHF | 62 588 CHF | 99,99% | 99,99% |
05/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 48 000 | 48 000 | 48 216 | 48 216 | 62 903 CHF | 63 385 CHF | 99,99% | 99,99% |
04/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 64 654 CHF | 65 134 CHF | 100,00% | 100,00% |
03/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 49 000 | 49 000 | 49 022 | 49 022 | 59 837 CHF | 60 327 CHF | 100,00% | 100,00% |