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 | 1,04% | 0,99 CHF | 1,00 CHF | 28 000 | 28 000 | 27 738 | 27 738 | 26 773 CHF | 27 051 CHF | 100,00% | 100,00% |
15/07/2024 | 0,97% | 0,98 CHF | 0,99 CHF | 28 000 | 28 000 | 27 209 | 27 209 | 28 084 CHF | 28 356 CHF | 100,00% | 100,00% |
12/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 27 000 | 27 000 | 26 747 | 26 747 | 28 495 CHF | 28 763 CHF | 100,00% | 100,00% |
11/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 27 000 | 27 000 | 27 039 | 27 039 | 27 886 CHF | 28 156 CHF | 99,03% | 99,03% |
10/07/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 28 000 | 28 000 | 27 744 | 27 744 | 25 784 CHF | 26 062 CHF | 100,00% | 100,00% |
09/07/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 28 000 | 28 000 | 27 735 | 27 735 | 25 783 CHF | 26 060 CHF | 99,58% | 99,58% |
08/07/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 28 000 | 28 000 | 27 738 | 27 738 | 25 599 CHF | 25 877 CHF | 100,00% | 100,00% |
05/07/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 28 000 | 28 000 | 27 956 | 27 956 | 25 449 CHF | 25 729 CHF | 99,63% | 99,63% |
04/07/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 29 000 | 29 000 | 28 729 | 28 729 | 25 389 CHF | 25 677 CHF | 100,00% | 100,00% |
03/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 29 000 | 29 000 | 28 802 | 28 802 | 23 509 CHF | 23 797 CHF | 100,00% | 100,00% |