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 | 0,96% | 1,01 CHF | 1,02 CHF | 80 000 | 80 000 | 79 733 | 79 733 | 82 247 CHF | 83 044 CHF | 100,00% | 100,00% |
15/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 79 000 | 79 000 | 79 088 | 79 088 | 78 569 CHF | 79 360 CHF | 99,41% | 99,41% |
12/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 80 000 | 80 000 | 80 194 | 80 194 | 84 579 CHF | 85 381 CHF | 100,00% | 100,00% |
11/07/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 80 000 | 80 000 | 80 887 | 80 887 | 87 526 CHF | 88 336 CHF | 99,82% | 99,82% |
10/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 82 000 | 82 000 | 81 882 | 81 882 | 93 485 CHF | 94 304 CHF | 100,00% | 100,00% |
09/07/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 82 000 | 82 000 | 81 647 | 81 647 | 91 498 CHF | 92 315 CHF | 99,76% | 99,76% |
08/07/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 82 000 | 82 000 | 81 624 | 81 624 | 91 118 CHF | 91 935 CHF | 99,42% | 99,42% |
05/07/2024 | 0,95% | 1,20 CHF | 1,21 CHF | 83 000 | 83 000 | 80 393 | 80 393 | 84 699 CHF | 85 503 CHF | 99,28% | 99,28% |
04/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 80 000 | 80 000 | 79 606 | 79 606 | 78 932 CHF | 79 728 CHF | 100,00% | 100,00% |
03/07/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 81 000 | 81 000 | 81 630 | 81 630 | 91 364 CHF | 92 180 CHF | 100,00% | 100,00% |