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 | 0,92% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 95 053 | 95 053 | 160 779 CHF | 162 088 CHF | 99,89% | 99,89% |
15/07/2024 | 0,93% | 1,64 CHF | 1,65 CHF | 190 000 | 190 000 | 93 565 | 93 565 | 155 335 CHF | 156 625 CHF | 99,06% | 99,06% |
12/07/2024 | 0,87% | 1,67 CHF | 1,68 CHF | 190 000 | 190 000 | 96 428 | 96 428 | 167 369 CHF | 168 707 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 94 041 | 94 041 | 157 762 CHF | 159 063 CHF | 99,99% | 99,99% |
10/07/2024 | 0,93% | 1,67 CHF | 1,68 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 156 330 CHF | 157 620 CHF | 100,00% | 100,00% |
09/07/2024 | 0,94% | 1,73 CHF | 1,74 CHF | 200 000 | 200 000 | 95 328 | 95 328 | 159 242 CHF | 160 549 CHF | 98,82% | 98,82% |
08/07/2024 | 0,87% | 1,77 CHF | 1,78 CHF | 200 000 | 200 000 | 97 424 | 97 424 | 175 209 CHF | 176 564 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 1,90 CHF | 1,91 CHF | 210 000 | 210 000 | 103 015 | 103 015 | 202 206 CHF | 203 629 CHF | 98,96% | 98,96% |
04/07/2024 | 0,77% | 1,98 CHF | 1,99 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 146 524 CHF | 147 659 CHF | 99,44% | 99,44% |
03/07/2024 | 0,77% | 1,99 CHF | 2,00 CHF | 210 000 | 210 000 | 103 138 | 103 138 | 206 071 CHF | 207 498 CHF | 99,64% | 99,64% |