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 | 1,27% | 0,78 CHF | 0,79 CHF | 425 000 | 425 000 | 195 947 | 195 947 | 155 947 CHF | 157 910 CHF | 95,32% | 95,32% |
15/07/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 435 000 | 435 000 | 190 591 | 190 591 | 152 191 CHF | 154 100 CHF | 97,13% | 97,13% |
12/07/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 430 000 | 430 000 | 193 152 | 193 152 | 154 089 CHF | 156 024 CHF | 100,00% | 100,00% |
11/07/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 430 000 | 430 000 | 191 872 | 191 872 | 153 557 CHF | 155 488 CHF | 100,00% | 100,00% |
10/07/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 430 000 | 430 000 | 192 614 | 192 614 | 154 616 CHF | 156 546 CHF | 100,00% | 100,00% |
09/07/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 430 000 | 430 000 | 194 044 | 194 044 | 155 533 CHF | 157 477 CHF | 98,41% | 98,41% |
08/07/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 430 000 | 430 000 | 192 504 | 192 504 | 152 016 CHF | 153 944 CHF | 100,00% | 100,00% |
05/07/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 425 000 | 425 000 | 190 034 | 190 034 | 149 826 CHF | 151 730 CHF | 99,82% | 99,82% |
04/07/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 170 000 | 170 000 | 135 948 | 135 948 | 106 529 CHF | 107 888 CHF | 99,44% | 99,44% |
03/07/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 425 000 | 425 000 | 185 234 | 185 234 | 146 356 CHF | 148 212 CHF | 98,19% | 98,19% |