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 | 0,63% | 1,59 CHF | 1,60 CHF | 116 000 | 116 000 | 114 866 | 114 866 | 182 438 CHF | 183 587 CHF | 99,99% | 99,99% |
15/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 114 000 | 114 000 | 113 481 | 113 481 | 187 997 CHF | 189 132 CHF | 100,00% | 100,00% |
12/07/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 112 000 | 112 000 | 111 526 | 111 526 | 191 191 CHF | 192 306 CHF | 100,00% | 100,00% |
11/07/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 112 000 | 112 000 | 113 318 | 113 318 | 187 693 CHF | 188 827 CHF | 99,99% | 99,99% |
10/07/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 114 000 | 114 000 | 115 903 | 115 903 | 180 373 CHF | 181 532 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 118 000 | 118 000 | 116 883 | 116 883 | 178 363 CHF | 179 532 CHF | 100,00% | 100,00% |
08/07/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 118 000 | 118 000 | 117 466 | 117 466 | 178 818 CHF | 179 993 CHF | 99,98% | 99,98% |
05/07/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 118 000 | 118 000 | 115 872 | 115 872 | 181 257 CHF | 182 416 CHF | 99,82% | 99,82% |
04/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 116 000 | 116 000 | 115 890 | 115 890 | 179 773 CHF | 180 932 CHF | 99,50% | 99,50% |
03/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 116 000 | 116 000 | 115 519 | 115 519 | 182 956 CHF | 184 112 CHF | 99,36% | 99,36% |