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 | 0,92% | 1,10 CHF | 1,11 CHF | 80 000 | 80 000 | 79 733 | 79 733 | 86 023 CHF | 86 821 CHF | 100,00% | 100,00% |
15/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 79 000 | 79 000 | 79 087 | 79 087 | 88 440 CHF | 89 231 CHF | 99,40% | 99,40% |
12/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 80 000 | 80 000 | 80 194 | 80 194 | 84 750 CHF | 85 552 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 1,07 CHF | 1,08 CHF | 80 000 | 80 000 | 80 887 | 80 887 | 83 141 CHF | 83 951 CHF | 99,82% | 99,82% |
10/07/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 82 000 | 82 000 | 81 881 | 81 881 | 78 995 CHF | 79 813 CHF | 100,00% | 100,00% |
09/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 82 000 | 82 000 | 81 647 | 81 647 | 80 542 CHF | 81 359 CHF | 99,77% | 99,77% |
08/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 82 000 | 82 000 | 81 624 | 81 624 | 80 773 CHF | 81 589 CHF | 99,41% | 99,41% |
05/07/2024 | 0,94% | 0,91 CHF | 0,92 CHF | 83 000 | 83 000 | 80 393 | 80 393 | 85 097 CHF | 85 901 CHF | 99,27% | 99,27% |
04/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 80 000 | 80 000 | 79 606 | 79 606 | 89 251 CHF | 90 047 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 81 000 | 81 000 | 81 630 | 81 630 | 81 080 CHF | 81 897 CHF | 100,00% | 100,00% |