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 | 0,80% | 1,22 CHF | 1,23 CHF | 80 000 | 80 000 | 79 733 | 79 733 | 98 664 CHF | 99 461 CHF | 99,98% | 99,98% |
15/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 79 000 | 79 000 | 79 087 | 79 087 | 94 772 CHF | 95 563 CHF | 99,41% | 99,41% |
12/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 80 000 | 80 000 | 80 194 | 80 194 | 101 110 CHF | 101 912 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 80 000 | 80 000 | 80 888 | 80 888 | 104 114 CHF | 104 924 CHF | 99,82% | 99,82% |
10/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 82 000 | 82 000 | 81 881 | 81 881 | 110 315 CHF | 111 134 CHF | 99,99% | 99,99% |
09/07/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 82 000 | 82 000 | 81 647 | 81 647 | 108 196 CHF | 109 013 CHF | 99,77% | 99,77% |
08/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 82 000 | 82 000 | 81 624 | 81 624 | 107 854 CHF | 108 670 CHF | 99,42% | 99,42% |
05/07/2024 | 0,79% | 1,40 CHF | 1,41 CHF | 83 000 | 83 000 | 80 393 | 80 393 | 101 186 CHF | 101 990 CHF | 99,29% | 99,29% |
04/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 80 000 | 80 000 | 79 606 | 79 606 | 95 235 CHF | 96 031 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 81 000 | 81 000 | 81 630 | 81 630 | 108 117 CHF | 108 933 CHF | 99,99% | 99,99% |