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 | 1,49% | 0,67 CHF | 0,68 CHF | 405 000 | 405 000 | 405 000 | 405 000 | 269 900 CHF | 273 950 CHF | 100,00% | 100,00% |
15/07/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 400 000 | 400 000 | 397 125 | 397 125 | 252 403 CHF | 256 374 CHF | 99,99% | 99,99% |
12/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 395 000 | 395 000 | 399 073 | 399 073 | 254 438 CHF | 258 429 CHF | 99,99% | 99,99% |
11/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 400 000 | 400 000 | 400 039 | 400 039 | 260 949 CHF | 264 951 CHF | 99,85% | 99,85% |
10/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 400 000 | 400 000 | 404 958 | 404 958 | 267 553 CHF | 271 602 CHF | 100,00% | 100,00% |
09/07/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 405 000 | 405 000 | 401 536 | 401 536 | 263 838 CHF | 267 858 CHF | 99,73% | 99,73% |
08/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 405 000 | 405 000 | 403 684 | 403 684 | 267 148 CHF | 271 185 CHF | 100,00% | 100,00% |
05/07/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 405 000 | 405 000 | 404 455 | 404 455 | 267 959 CHF | 272 003 CHF | 99,81% | 99,81% |
04/07/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 405 000 | 405 000 | 403 541 | 403 541 | 267 180 CHF | 271 215 CHF | 100,00% | 100,00% |
03/07/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 405 000 | 405 000 | 405 000 | 405 000 | 271 822 CHF | 275 872 CHF | 100,00% | 100,00% |