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 | 0,86% | 1,19 CHF | 1,20 CHF | 28 000 | 28 000 | 27 738 | 27 738 | 32 486 CHF | 32 764 CHF | 100,00% | 100,00% |
15/07/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 28 000 | 28 000 | 27 128 | 27 128 | 33 573 CHF | 33 845 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 27 000 | 27 000 | 26 747 | 26 747 | 33 989 CHF | 34 257 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 27 000 | 27 000 | 27 013 | 27 013 | 33 431 CHF | 33 701 CHF | 98,74% | 98,74% |
10/07/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 28 000 | 28 000 | 27 749 | 27 749 | 31 491 CHF | 31 769 CHF | 100,00% | 100,00% |
09/07/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 28 000 | 28 000 | 27 735 | 27 735 | 31 484 CHF | 31 762 CHF | 99,58% | 99,58% |
08/07/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 28 000 | 28 000 | 27 738 | 27 738 | 31 288 CHF | 31 566 CHF | 100,00% | 100,00% |
05/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 28 000 | 28 000 | 27 975 | 27 975 | 31 197 CHF | 31 477 CHF | 100,00% | 100,00% |
04/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 29 000 | 29 000 | 28 692 | 28 692 | 31 246 CHF | 31 533 CHF | 100,00% | 100,00% |
03/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 29 000 | 29 000 | 28 814 | 28 814 | 29 441 CHF | 29 729 CHF | 100,00% | 100,00% |