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 | 0,58% | 1,74 CHF | 1,75 CHF | 310 000 | 310 000 | 138 897 | 138 897 | 242 564 CHF | 243 956 CHF | 99,89% | 99,89% |
15/07/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 310 000 | 310 000 | 137 973 | 137 973 | 238 003 CHF | 239 385 CHF | 100,00% | 100,00% |
12/07/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 300 000 | 136 225 | 136 225 | 233 141 CHF | 234 506 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 305 000 | 305 000 | 137 232 | 137 232 | 236 917 CHF | 238 292 CHF | 99,81% | 99,81% |
10/07/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 310 000 | 310 000 | 137 725 | 137 725 | 239 752 CHF | 241 132 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 300 000 | 300 000 | 136 267 | 136 267 | 234 075 CHF | 235 440 CHF | 99,77% | 99,77% |
08/07/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 305 000 | 305 000 | 133 336 | 133 336 | 225 396 CHF | 226 732 CHF | 100,00% | 100,00% |
05/07/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 295 000 | 295 000 | 131 720 | 131 720 | 221 794 CHF | 223 114 CHF | 99,70% | 99,70% |
04/07/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 118 000 | 118 000 | 94 275 | 94 275 | 159 300 CHF | 160 243 CHF | 99,81% | 99,81% |
03/07/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 295 000 | 295 000 | 131 109 | 131 109 | 220 963 CHF | 222 276 CHF | 100,00% | 100,00% |