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 | 1,55% | 0,62 CHF | 0,63 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 186 011 CHF | 188 911 CHF | 99,99% | 99,99% |
15/07/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 183 068 CHF | 185 968 CHF | 100,00% | 100,00% |
12/07/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 290 000 | 290 000 | 294 017 | 294 017 | 197 579 CHF | 200 519 CHF | 100,00% | 100,00% |
11/07/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 300 000 | 300 000 | 299 838 | 299 838 | 209 254 CHF | 212 254 CHF | 100,00% | 100,00% |
10/07/2024 | 1,33% | 0,72 CHF | 0,73 CHF | 300 000 | 300 000 | 300 012 | 300 012 | 223 913 CHF | 226 913 CHF | 100,00% | 100,00% |
09/07/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 310 000 | 310 000 | 305 576 | 305 576 | 232 472 CHF | 235 531 CHF | 99,73% | 99,73% |
08/07/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 241 450 CHF | 244 550 CHF | 99,29% | 99,29% |
05/07/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 310 000 | 310 000 | 305 930 | 305 930 | 233 206 CHF | 236 265 CHF | 100,00% | 100,00% |
04/07/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 245 930 CHF | 249 030 CHF | 99,63% | 99,63% |
03/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 300 000 | 300 000 | 300 108 | 300 108 | 223 421 CHF | 226 423 CHF | 100,00% | 100,00% |