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 | 0,70% | 1,45 CHF | 1,46 CHF | 28 000 | 28 000 | 27 738 | 27 738 | 39 726 CHF | 40 004 CHF | 100,00% | 100,00% |
15/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 28 000 | 28 000 | 27 135 | 27 135 | 40 671 CHF | 40 942 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 27 000 | 27 000 | 26 747 | 26 747 | 40 956 CHF | 41 224 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 27 000 | 27 000 | 27 047 | 27 047 | 40 528 CHF | 40 799 CHF | 100,00% | 100,00% |
10/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 28 000 | 28 000 | 27 749 | 27 749 | 38 732 CHF | 39 009 CHF | 100,00% | 100,00% |
09/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 28 000 | 28 000 | 27 735 | 27 735 | 38 726 CHF | 39 003 CHF | 99,58% | 99,58% |
08/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 28 000 | 28 000 | 27 737 | 27 737 | 38 522 CHF | 38 800 CHF | 100,00% | 100,00% |
05/07/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 28 000 | 28 000 | 27 968 | 27 968 | 38 489 CHF | 38 769 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 29 000 | 29 000 | 28 722 | 28 722 | 38 779 CHF | 39 067 CHF | 100,00% | 100,00% |
03/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 29 000 | 29 000 | 28 810 | 28 810 | 36 940 CHF | 37 228 CHF | 100,00% | 100,00% |