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 | 1,91% | 0,52 CHF | 0,53 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 84 059 CHF | 85 679 CHF | 100,00% | 100,00% |
15/07/2024 | 1,67% | 0,54 CHF | 0,55 CHF | 160 000 | 160 000 | 158 850 | 158 850 | 94 612 CHF | 96 201 CHF | 100,00% | 100,00% |
12/07/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 158 000 | 158 000 | 159 629 | 159 629 | 94 941 CHF | 96 537 CHF | 99,99% | 99,99% |
11/07/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 160 000 | 160 000 | 159 958 | 159 958 | 89 274 CHF | 90 875 CHF | 99,81% | 99,81% |
10/07/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 160 000 | 160 000 | 161 983 | 161 983 | 86 119 CHF | 87 738 CHF | 100,00% | 100,00% |
09/07/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 162 000 | 162 000 | 160 616 | 160 616 | 88 036 CHF | 89 644 CHF | 99,73% | 99,73% |
08/07/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 162 000 | 162 000 | 161 474 | 161 474 | 86 545 CHF | 88 160 CHF | 100,00% | 100,00% |
05/07/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 162 000 | 162 000 | 161 782 | 161 782 | 86 746 CHF | 88 364 CHF | 99,81% | 99,81% |
04/07/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 162 000 | 162 000 | 161 416 | 161 416 | 87 381 CHF | 88 995 CHF | 100,00% | 100,00% |
03/07/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 162 000 | 162 000 | 162 000 | 162 000 | 84 323 CHF | 85 943 CHF | 100,00% | 100,00% |