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 | 1,62% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 95 052 | 95 052 | 89 664 CHF | 90 972 CHF | 99,89% | 99,89% |
15/07/2024 | 1,58% | 0,99 CHF | 1,00 CHF | 190 000 | 190 000 | 93 562 | 93 562 | 90 689 CHF | 91 979 CHF | 99,09% | 99,09% |
12/07/2024 | 1,76% | 0,96 CHF | 0,97 CHF | 190 000 | 190 000 | 96 423 | 96 423 | 86 602 CHF | 87 941 CHF | 100,00% | 100,00% |
11/07/2024 | 1,60% | 0,91 CHF | 0,92 CHF | 200 000 | 200 000 | 94 042 | 94 042 | 89 928 CHF | 91 229 CHF | 100,00% | 100,00% |
10/07/2024 | 1,59% | 0,97 CHF | 0,98 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 89 897 CHF | 91 186 CHF | 100,00% | 100,00% |
09/07/2024 | 1,53% | 0,91 CHF | 0,92 CHF | 200 000 | 200 000 | 95 322 | 95 322 | 92 570 CHF | 93 878 CHF | 98,82% | 98,82% |
08/07/2024 | 1,91% | 0,87 CHF | 0,88 CHF | 200 000 | 200 000 | 97 422 | 97 422 | 81 729 CHF | 83 084 CHF | 100,00% | 100,00% |
05/07/2024 | 2,27% | 0,74 CHF | 0,75 CHF | 210 000 | 210 000 | 103 007 | 103 007 | 70 217 CHF | 71 640 CHF | 98,95% | 98,95% |
04/07/2024 | 2,25% | 0,67 CHF | 0,68 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 49 700 CHF | 50 835 CHF | 99,44% | 99,44% |
03/07/2024 | 2,33% | 0,66 CHF | 0,67 CHF | 210 000 | 210 000 | 103 146 | 103 146 | 67 804 CHF | 69 232 CHF | 99,64% | 99,64% |