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 | 1,60% | 0,62 CHF | 0,63 CHF | 90 000 | 90 000 | 86 366 | 86 366 | 54 049 CHF | 54 916 CHF | 100,00% | 100,00% |
16/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 90 000 | 80 540 | 80 540 | 51 112 CHF | 51 924 CHF | 100,00% | 100,00% |
15/07/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 80 000 | 80 000 | 77 905 | 77 905 | 54 279 CHF | 55 058 CHF | 100,00% | 100,00% |
12/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 80 000 | 80 000 | 77 918 | 77 918 | 57 460 CHF | 58 239 CHF | 100,00% | 100,00% |
11/07/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 80 000 | 80 000 | 77 917 | 77 917 | 57 243 CHF | 58 022 CHF | 100,00% | 100,00% |
10/07/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 80 000 | 80 000 | 77 915 | 77 915 | 56 186 CHF | 56 965 CHF | 100,00% | 100,00% |
09/07/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 80 000 | 80 000 | 77 726 | 77 726 | 57 006 CHF | 57 785 CHF | 100,00% | 100,00% |
08/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 80 000 | 80 000 | 77 775 | 77 775 | 57 646 CHF | 58 425 CHF | 100,00% | 100,00% |
05/07/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 80 000 | 80 000 | 77 911 | 77 911 | 59 601 CHF | 60 380 CHF | 99,81% | 99,81% |
04/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 80 000 | 80 000 | 77 905 | 77 905 | 57 895 CHF | 58 674 CHF | 99,49% | 99,49% |