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 | 1,18% | 0,83 CHF | 0,84 CHF | 90 000 | 90 000 | 40 688 | 40 688 | 34 782 CHF | 35 190 CHF | 99,90% | 99,90% |
15/07/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 91 000 | 91 000 | 41 139 | 41 139 | 36 355 CHF | 36 767 CHF | 100,00% | 100,00% |
12/07/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 93 000 | 93 000 | 42 268 | 42 268 | 40 165 CHF | 40 588 CHF | 100,00% | 100,00% |
11/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 94 000 | 94 000 | 42 453 | 42 453 | 41 340 CHF | 41 765 CHF | 99,99% | 99,99% |
10/07/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 95 000 | 95 000 | 42 689 | 42 689 | 43 210 CHF | 43 638 CHF | 99,90% | 99,90% |
09/07/2024 | 1,03% | 1,02 CHF | 1,03 CHF | 95 000 | 95 000 | 42 624 | 42 624 | 42 286 CHF | 42 713 CHF | 100,00% | 100,00% |
08/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 95 000 | 95 000 | 42 502 | 42 502 | 42 334 CHF | 42 759 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 96 000 | 96 000 | 42 808 | 42 808 | 44 004 CHF | 44 433 CHF | 99,89% | 99,89% |
04/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 38 000 | 38 000 | 30 559 | 30 559 | 31 251 CHF | 31 557 CHF | 100,00% | 100,00% |
03/07/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 95 000 | 95 000 | 42 595 | 42 595 | 42 508 CHF | 42 935 CHF | 100,00% | 100,00% |