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 | 1,33% | 0,82 CHF | 0,83 CHF | 78 000 | 78 000 | 35 388 | 35 388 | 27 675 CHF | 28 030 CHF | 99,89% | 99,89% |
15/07/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 80 000 | 80 000 | 35 790 | 35 790 | 27 591 CHF | 27 950 CHF | 100,00% | 100,00% |
12/07/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 80 000 | 80 000 | 35 074 | 35 074 | 28 827 CHF | 29 182 CHF | 100,00% | 100,00% |
11/07/2024 | 1,56% | 0,73 CHF | 0,74 CHF | 80 000 | 80 000 | 35 614 | 35 614 | 24 057 CHF | 24 414 CHF | 100,00% | 100,00% |
10/07/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 82 000 | 82 000 | 36 812 | 36 812 | 22 411 CHF | 22 781 CHF | 99,89% | 99,89% |
09/07/2024 | 2,15% | 0,57 CHF | 0,58 CHF | 84 000 | 84 000 | 35 675 | 35 675 | 20 749 CHF | 21 122 CHF | 99,70% | 99,70% |
08/07/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 84 000 | 84 000 | 36 471 | 36 471 | 21 540 CHF | 21 917 CHF | 99,32% | 99,32% |
05/07/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 84 000 | 84 000 | 37 462 | 37 462 | 22 068 CHF | 22 443 CHF | 99,89% | 99,89% |
04/07/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 33 000 | 33 000 | 26 663 | 26 663 | 16 140 CHF | 16 407 CHF | 99,66% | 99,66% |
03/07/2024 | 2,07% | 0,56 CHF | 0,57 CHF | 84 000 | 84 000 | 34 868 | 34 868 | 19 950 CHF | 20 325 CHF | 100,00% | 100,00% |