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 | 1,44% | 1,05 CHF | 1,06 CHF | 200 000 | 200 000 | 95 056 | 95 056 | 101 110 CHF | 102 418 CHF | 99,89% | 99,89% |
15/07/2024 | 1,41% | 1,11 CHF | 1,12 CHF | 190 000 | 190 000 | 93 570 | 93 570 | 101 872 CHF | 103 163 CHF | 99,06% | 99,06% |
12/07/2024 | 1,55% | 1,08 CHF | 1,09 CHF | 190 000 | 190 000 | 96 427 | 96 427 | 98 112 CHF | 99 450 CHF | 100,00% | 100,00% |
11/07/2024 | 1,43% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 94 042 | 94 042 | 101 248 CHF | 102 549 CHF | 100,00% | 100,00% |
10/07/2024 | 1,42% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 101 076 CHF | 102 366 CHF | 100,00% | 100,00% |
09/07/2024 | 1,37% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 95 322 | 95 322 | 104 089 CHF | 105 396 CHF | 98,82% | 98,82% |
08/07/2024 | 1,67% | 0,99 CHF | 1,00 CHF | 200 000 | 200 000 | 97 423 | 97 423 | 93 310 CHF | 94 665 CHF | 100,00% | 100,00% |
05/07/2024 | 1,93% | 0,86 CHF | 0,87 CHF | 210 000 | 210 000 | 103 021 | 103 021 | 82 366 CHF | 83 789 CHF | 98,97% | 98,97% |
04/07/2024 | 1,92% | 0,79 CHF | 0,80 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 58 401 CHF | 59 536 CHF | 99,44% | 99,44% |
03/07/2024 | 1,98% | 0,78 CHF | 0,79 CHF | 210 000 | 210 000 | 103 146 | 103 146 | 79 999 CHF | 81 427 CHF | 99,64% | 99,64% |