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% | 1,04 CHF | 1,05 CHF | 86 000 | 86 000 | 85 519 | 85 519 | 89 038 CHF | 89 893 CHF | 99,52% | 99,52% |
15/07/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 82 000 | 82 000 | 81 620 | 81 620 | 70 124 CHF | 70 940 CHF | 100,00% | 100,00% |
12/07/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 72 123 CHF | 72 939 CHF | 100,00% | 100,00% |
11/07/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 82 000 | 82 000 | 82 025 | 82 025 | 74 366 CHF | 75 187 CHF | 100,00% | 100,00% |
10/07/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 70 508 CHF | 71 324 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 86 000 | 86 000 | 85 646 | 85 646 | 87 695 CHF | 88 552 CHF | 100,00% | 100,00% |
08/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 86 000 | 86 000 | 85 491 | 85 491 | 86 454 CHF | 87 309 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 86 000 | 86 000 | 85 792 | 85 792 | 90 385 CHF | 91 243 CHF | 99,80% | 99,80% |
04/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 88 000 | 88 000 | 89 011 | 89 011 | 103 101 CHF | 103 992 CHF | 99,49% | 99,49% |
03/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 90 000 | 90 000 | 88 423 | 88 423 | 101 822 CHF | 102 707 CHF | 99,37% | 99,37% |