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 | 1,61% | 0,93 CHF | 0,94 CHF | 300 000 | 300 000 | 138 188 | 138 188 | 132 153 CHF | 133 963 CHF | 97,02% | 97,02% |
15/07/2024 | 1,63% | 0,96 CHF | 0,97 CHF | 310 000 | 310 000 | 138 911 | 138 911 | 131 920 CHF | 133 726 CHF | 100,00% | 100,00% |
12/07/2024 | 1,64% | 0,96 CHF | 0,97 CHF | 310 000 | 310 000 | 136 311 | 136 311 | 128 261 CHF | 130 028 CHF | 99,92% | 99,92% |
11/07/2024 | 1,66% | 0,91 CHF | 0,92 CHF | 300 000 | 300 000 | 134 223 | 134 223 | 124 392 CHF | 126 135 CHF | 99,82% | 99,82% |
10/07/2024 | 1,65% | 0,94 CHF | 0,95 CHF | 300 000 | 300 000 | 134 282 | 134 282 | 125 344 CHF | 127 088 CHF | 100,00% | 100,00% |
09/07/2024 | 1,92% | 0,92 CHF | 0,93 CHF | 300 000 | 300 000 | 134 355 | 134 355 | 123 006 CHF | 125 014 CHF | 99,73% | 99,73% |
08/07/2024 | 1,97% | 0,87 CHF | 0,88 CHF | 290 000 | 290 000 | 132 610 | 132 610 | 118 500 CHF | 120 516 CHF | 99,91% | 99,91% |
05/07/2024 | 1,66% | 0,92 CHF | 0,93 CHF | 300 000 | 300 000 | 133 871 | 133 871 | 124 450 CHF | 126 192 CHF | 99,70% | 99,70% |
04/07/2024 | 1,64% | 0,93 CHF | 0,94 CHF | 120 000 | 120 000 | 96 097 | 96 097 | 88 849 CHF | 90 209 CHF | 99,91% | 99,91% |
03/07/2024 | 1,94% | 0,93 CHF | 0,94 CHF | 300 000 | 300 000 | 134 159 | 134 159 | 124 448 CHF | 126 480 CHF | 99,98% | 99,98% |