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 | 1,46% | 0,67 CHF | 0,68 CHF | 120 000 | 120 000 | 65 769 | 65 769 | 46 248 CHF | 46 910 CHF | 99,84% | 99,84% |
15/07/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 120 000 | 120 000 | 66 143 | 66 143 | 46 589 CHF | 47 252 CHF | 100,00% | 100,00% |
12/07/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 120 000 | 120 000 | 66 488 | 66 488 | 49 516 CHF | 50 184 CHF | 99,94% | 99,94% |
11/07/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 120 000 | 120 000 | 65 614 | 65 614 | 49 504 CHF | 50 168 CHF | 99,43% | 99,43% |
10/07/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 130 000 | 130 000 | 70 608 | 70 608 | 55 214 CHF | 55 921 CHF | 99,84% | 99,84% |
09/07/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 130 000 | 130 000 | 71 724 | 71 724 | 57 931 CHF | 58 649 CHF | 99,66% | 99,66% |
08/07/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 130 000 | 130 000 | 71 525 | 71 525 | 57 977 CHF | 58 695 CHF | 100,00% | 100,00% |
05/07/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 130 000 | 130 000 | 71 459 | 71 459 | 56 748 CHF | 57 465 CHF | 99,52% | 99,52% |
04/07/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 65 000 | 65 000 | 58 015 | 58 015 | 47 310 CHF | 47 890 CHF | 98,93% | 98,93% |
03/07/2024 | 1,18% | 0,81 CHF | 0,82 CHF | 130 000 | 130 000 | 70 302 | 70 302 | 59 822 CHF | 60 526 CHF | 98,22% | 98,22% |