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 | 1,19% | 0,82 CHF | 0,83 CHF | 80 000 | 80 000 | 79 733 | 79 733 | 66 575 CHF | 67 373 CHF | 99,99% | 99,99% |
15/07/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 79 000 | 79 000 | 79 087 | 79 087 | 63 132 CHF | 63 923 CHF | 99,41% | 99,41% |
12/07/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 80 000 | 80 000 | 80 194 | 80 194 | 68 718 CHF | 69 519 CHF | 100,00% | 100,00% |
11/07/2024 | 1,13% | 0,84 CHF | 0,85 CHF | 80 000 | 80 000 | 80 890 | 80 890 | 71 415 CHF | 72 224 CHF | 99,82% | 99,82% |
10/07/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 82 000 | 82 000 | 81 881 | 81 881 | 76 914 CHF | 77 732 CHF | 100,00% | 100,00% |
09/07/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 82 000 | 82 000 | 81 648 | 81 648 | 75 066 CHF | 75 882 CHF | 99,77% | 99,77% |
08/07/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 82 000 | 82 000 | 81 624 | 81 624 | 74 763 CHF | 75 580 CHF | 99,41% | 99,41% |
05/07/2024 | 1,17% | 1,00 CHF | 1,01 CHF | 83 000 | 83 000 | 80 393 | 80 393 | 68 842 CHF | 69 646 CHF | 99,28% | 99,28% |
04/07/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 80 000 | 80 000 | 79 606 | 79 606 | 63 522 CHF | 64 318 CHF | 100,00% | 100,00% |
03/07/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 81 000 | 81 000 | 81 630 | 81 630 | 74 924 CHF | 75 740 CHF | 100,00% | 100,00% |