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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 300 000 | 300 000 | 133 379 | 133 379 | 128 233 CHF | 129 577 CHF | 99,99% | 99,99% |
16/07/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 305 000 | 305 000 | 137 432 | 137 432 | 139 169 CHF | 140 546 CHF | 99,90% | 99,90% |
15/07/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 300 000 | 300 000 | 135 095 | 135 095 | 133 264 CHF | 134 617 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 300 000 | 136 348 | 136 348 | 136 104 CHF | 137 470 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 305 000 | 305 000 | 137 516 | 137 516 | 139 584 CHF | 140 962 CHF | 99,83% | 99,83% |
10/07/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 305 000 | 305 000 | 136 841 | 136 841 | 138 855 CHF | 140 226 CHF | 100,00% | 100,00% |
09/07/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 300 000 | 300 000 | 134 379 | 134 379 | 132 708 CHF | 134 055 CHF | 99,77% | 99,77% |
08/07/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 295 000 | 295 000 | 132 081 | 132 081 | 126 631 CHF | 127 955 CHF | 100,00% | 100,00% |
05/07/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 295 000 | 295 000 | 130 748 | 130 748 | 125 264 CHF | 126 574 CHF | 99,81% | 99,81% |
04/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 116 000 | 116 000 | 93 146 | 93 146 | 88 783 CHF | 89 714 CHF | 99,98% | 99,98% |