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 | 0,67% | 1,49 CHF | 1,50 CHF | 285 000 | 285 000 | 282 721 | 282 721 | 420 337 CHF | 423 164 CHF | 100,00% | 100,00% |
15/07/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 280 000 | 280 000 | 279 238 | 279 238 | 421 960 CHF | 424 753 CHF | 100,00% | 100,00% |
12/07/2024 | 0,68% | 1,56 CHF | 1,57 CHF | 280 000 | 280 000 | 283 001 | 283 001 | 417 440 CHF | 420 270 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 290 000 | 290 000 | 288 504 | 288 504 | 407 252 CHF | 410 138 CHF | 99,97% | 99,97% |
10/07/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 290 000 | 290 000 | 292 818 | 292 818 | 399 371 CHF | 402 299 CHF | 100,00% | 100,00% |
09/07/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 292 855 | 292 855 | 399 369 CHF | 402 298 CHF | 99,76% | 99,76% |
08/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 290 000 | 290 000 | 288 795 | 288 795 | 410 694 CHF | 413 582 CHF | 99,27% | 99,27% |
05/07/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 290 000 | 290 000 | 284 906 | 284 906 | 412 967 CHF | 415 816 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 290 000 | 290 000 | 288 799 | 288 799 | 407 603 CHF | 410 491 CHF | 99,54% | 99,54% |
03/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 290 000 | 290 000 | 290 662 | 290 662 | 403 607 CHF | 406 514 CHF | 100,00% | 100,00% |