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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 76 000 | 76 000 | 73 460 | 73 460 | 66 815 CHF | 67 553 CHF | 100,00% | 100,00% |
16/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 76 000 | 76 000 | 72 725 | 72 725 | 67 058 CHF | 67 785 CHF | 100,00% | 100,00% |
15/07/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 74 000 | 74 000 | 70 837 | 70 837 | 70 041 CHF | 70 749 CHF | 100,00% | 100,00% |
12/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 72 000 | 72 000 | 70 126 | 70 126 | 72 379 CHF | 73 080 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 72 000 | 72 000 | 70 086 | 70 086 | 72 004 CHF | 72 705 CHF | 100,00% | 100,00% |
10/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 72 000 | 72 000 | 70 724 | 70 724 | 71 457 CHF | 72 165 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 74 000 | 74 000 | 70 618 | 70 618 | 72 219 CHF | 72 925 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 72 000 | 72 000 | 70 128 | 70 128 | 72 227 CHF | 72 929 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 72 000 | 72 000 | 70 120 | 70 120 | 74 048 CHF | 74 750 CHF | 99,81% | 99,81% |
04/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 72 000 | 72 000 | 70 119 | 70 119 | 72 415 CHF | 73 116 CHF | 99,49% | 99,49% |