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 | 1,31% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 95 046 | 95 046 | 110 841 CHF | 112 149 CHF | 99,89% | 99,89% |
15/07/2024 | 1,29% | 1,21 CHF | 1,22 CHF | 190 000 | 190 000 | 93 569 | 93 569 | 111 472 CHF | 112 762 CHF | 99,06% | 99,06% |
12/07/2024 | 1,41% | 1,19 CHF | 1,20 CHF | 190 000 | 190 000 | 96 423 | 96 423 | 107 987 CHF | 109 325 CHF | 100,00% | 100,00% |
11/07/2024 | 1,30% | 1,13 CHF | 1,14 CHF | 200 000 | 200 000 | 94 042 | 94 042 | 110 931 CHF | 112 232 CHF | 100,00% | 100,00% |
10/07/2024 | 1,30% | 1,20 CHF | 1,21 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 110 660 CHF | 111 949 CHF | 100,00% | 100,00% |
09/07/2024 | 1,25% | 1,14 CHF | 1,15 CHF | 200 000 | 200 000 | 95 328 | 95 328 | 113 942 CHF | 115 250 CHF | 98,82% | 98,82% |
08/07/2024 | 1,50% | 1,09 CHF | 1,10 CHF | 200 000 | 200 000 | 97 424 | 97 424 | 103 329 CHF | 104 685 CHF | 100,00% | 100,00% |
05/07/2024 | 1,71% | 0,96 CHF | 0,97 CHF | 210 000 | 210 000 | 103 017 | 103 017 | 93 009 CHF | 94 432 CHF | 98,96% | 98,96% |
04/07/2024 | 1,70% | 0,89 CHF | 0,90 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 66 034 CHF | 67 169 CHF | 99,44% | 99,44% |
03/07/2024 | 1,75% | 0,88 CHF | 0,89 CHF | 210 000 | 210 000 | 103 140 | 103 140 | 90 714 CHF | 92 142 CHF | 99,64% | 99,64% |