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 | 1,16% | 0,86 CHF | 0,87 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 94 040 CHF | 95 140 CHF | 100,00% | 100,00% |
15/07/2024 | 1,24% | 0,83 CHF | 0,84 CHF | 109 000 | 109 000 | 108 160 | 108 160 | 86 920 CHF | 88 001 CHF | 99,97% | 99,97% |
12/07/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 108 000 | 108 000 | 108 773 | 108 773 | 89 119 CHF | 90 206 CHF | 100,00% | 100,00% |
11/07/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 108 000 | 108 000 | 108 708 | 108 708 | 89 109 CHF | 90 197 CHF | 100,00% | 100,00% |
10/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 93 775 CHF | 94 875 CHF | 100,00% | 100,00% |
09/07/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 110 000 | 110 000 | 109 565 | 109 565 | 92 343 CHF | 93 439 CHF | 99,99% | 99,99% |
08/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 109 000 | 109 000 | 108 673 | 108 673 | 89 039 CHF | 90 126 CHF | 100,00% | 100,00% |
05/07/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 109 000 | 109 000 | 108 522 | 108 522 | 88 651 CHF | 89 736 CHF | 99,81% | 99,81% |
04/07/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 106 000 | 106 000 | 106 486 | 106 486 | 81 642 CHF | 82 707 CHF | 99,49% | 99,49% |
03/07/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 107 000 | 107 000 | 107 485 | 107 485 | 85 022 CHF | 86 097 CHF | 100,00% | 100,00% |