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 | 1,18% | 0,88 CHF | 0,89 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 122 627 CHF | 124 077 CHF | 95,49% | 95,49% |
15/07/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 125 582 CHF | 127 032 CHF | 93,90% | 93,90% |
12/07/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 145 000 | 145 000 | 146 931 | 146 931 | 115 547 CHF | 117 017 CHF | 95,03% | 95,03% |
11/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 149 856 | 149 856 | 110 278 CHF | 111 778 CHF | 94,58% | 94,58% |
10/07/2024 | 1,55% | 0,70 CHF | 0,71 CHF | 150 000 | 150 000 | 150 006 | 150 006 | 96 034 CHF | 97 534 CHF | 94,44% | 94,44% |
09/07/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 155 000 | 155 000 | 152 745 | 152 745 | 93 670 CHF | 95 199 CHF | 94,23% | 94,23% |
08/07/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 155 000 | 155 000 | 155 000 | 155 000 | 89 371 CHF | 90 921 CHF | 94,84% | 94,84% |
05/07/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 155 000 | 155 000 | 152 951 | 152 951 | 93 781 CHF | 95 310 CHF | 94,73% | 94,73% |
04/07/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 155 000 | 155 000 | 155 000 | 155 000 | 85 507 CHF | 87 057 CHF | 95,81% | 95,81% |
03/07/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 043 | 150 043 | 97 766 CHF | 99 266 CHF | 90,75% | 90,75% |