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 | 1,41% | 1,07 CHF | 1,08 CHF | 300 000 | 300 000 | 138 167 | 138 167 | 151 657 CHF | 153 467 CHF | 97,04% | 97,04% |
15/07/2024 | 1,42% | 1,10 CHF | 1,11 CHF | 310 000 | 310 000 | 138 910 | 138 910 | 151 446 CHF | 153 252 CHF | 100,00% | 100,00% |
12/07/2024 | 1,43% | 1,10 CHF | 1,11 CHF | 310 000 | 310 000 | 136 395 | 136 395 | 147 559 CHF | 149 327 CHF | 99,98% | 99,98% |
11/07/2024 | 1,44% | 1,05 CHF | 1,06 CHF | 300 000 | 300 000 | 134 219 | 134 219 | 143 438 CHF | 145 181 CHF | 99,83% | 99,83% |
10/07/2024 | 1,43% | 1,08 CHF | 1,09 CHF | 300 000 | 300 000 | 134 241 | 134 241 | 144 802 CHF | 146 545 CHF | 100,00% | 100,00% |
09/07/2024 | 1,67% | 1,06 CHF | 1,07 CHF | 300 000 | 300 000 | 134 342 | 134 342 | 142 097 CHF | 144 106 CHF | 99,78% | 99,78% |
08/07/2024 | 1,70% | 1,01 CHF | 1,02 CHF | 290 000 | 290 000 | 132 624 | 132 624 | 137 340 CHF | 139 356 CHF | 99,92% | 99,92% |
05/07/2024 | 1,44% | 1,07 CHF | 1,08 CHF | 300 000 | 300 000 | 133 876 | 133 876 | 143 615 CHF | 145 356 CHF | 99,70% | 99,70% |
04/07/2024 | 1,42% | 1,07 CHF | 1,08 CHF | 120 000 | 120 000 | 96 073 | 96 073 | 102 623 CHF | 103 983 CHF | 99,95% | 99,95% |
03/07/2024 | 1,68% | 1,07 CHF | 1,08 CHF | 300 000 | 300 000 | 134 191 | 134 191 | 143 447 CHF | 145 480 CHF | 100,00% | 100,00% |