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 | 1,53% | 0,71 CHF | 0,72 CHF | 78 000 | 78 000 | 35 389 | 35 389 | 24 021 CHF | 24 376 CHF | 99,90% | 99,90% |
15/07/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 80 000 | 80 000 | 35 786 | 35 786 | 23 872 CHF | 24 230 CHF | 99,99% | 99,99% |
12/07/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 80 000 | 80 000 | 35 075 | 35 075 | 25 120 CHF | 25 474 CHF | 100,00% | 100,00% |
11/07/2024 | 1,86% | 0,63 CHF | 0,64 CHF | 80 000 | 80 000 | 35 616 | 35 616 | 20 346 CHF | 20 703 CHF | 100,00% | 100,00% |
10/07/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 82 000 | 82 000 | 36 813 | 36 813 | 18 556 CHF | 18 925 CHF | 99,90% | 99,90% |
09/07/2024 | 2,62% | 0,47 CHF | 0,48 CHF | 84 000 | 84 000 | 35 675 | 35 675 | 16 975 CHF | 17 348 CHF | 99,70% | 99,70% |
08/07/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 84 000 | 84 000 | 36 470 | 36 470 | 17 728 CHF | 18 104 CHF | 99,32% | 99,32% |
05/07/2024 | 2,02% | 0,46 CHF | 0,47 CHF | 84 000 | 84 000 | 37 463 | 37 463 | 18 077 CHF | 18 453 CHF | 99,90% | 99,90% |
04/07/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 33 000 | 33 000 | 26 668 | 26 668 | 13 353 CHF | 13 619 CHF | 99,57% | 99,57% |
03/07/2024 | 2,55% | 0,46 CHF | 0,47 CHF | 84 000 | 84 000 | 34 868 | 34 868 | 16 303 CHF | 16 679 CHF | 100,00% | 100,00% |