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 | 0,61% | 1,68 CHF | 1,69 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 237 958 CHF | 239 408 CHF | 99,89% | 99,89% |
15/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 145 000 | 145 000 | 144 999 | 145 000 | 240 823 CHF | 242 275 CHF | 98,87% | 98,87% |
12/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 145 000 | 145 000 | 147 008 | 147 008 | 232 406 CHF | 233 876 CHF | 99,47% | 99,47% |
11/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 150 000 | 150 000 | 149 865 | 149 865 | 229 382 CHF | 230 882 CHF | 97,97% | 97,97% |
10/07/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 150 000 | 150 000 | 150 003 | 150 003 | 215 282 CHF | 216 782 CHF | 98,93% | 98,93% |
09/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 155 000 | 155 000 | 152 780 | 152 780 | 214 970 CHF | 216 499 CHF | 99,46% | 99,46% |
08/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 155 000 | 155 000 | 155 000 | 155 000 | 212 515 CHF | 214 065 CHF | 98,85% | 98,85% |
05/07/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 155 000 | 155 000 | 152 948 | 152 948 | 215 327 CHF | 216 856 CHF | 98,61% | 98,61% |
04/07/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 155 000 | 155 000 | 155 000 | 155 000 | 208 501 CHF | 210 051 CHF | 98,93% | 98,93% |
03/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 150 000 | 150 000 | 150 055 | 150 055 | 216 985 CHF | 218 485 CHF | 98,57% | 98,57% |