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 | 0,65% | 1,55 CHF | 1,56 CHF | 195 000 | 195 000 | 88 474 | 88 474 | 138 354 CHF | 139 240 CHF | 99,90% | 99,90% |
15/07/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 88 822 | 88 822 | 139 093 CHF | 139 983 CHF | 100,00% | 100,00% |
12/07/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 86 696 | 86 696 | 134 188 CHF | 135 065 CHF | 100,00% | 100,00% |
11/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 200 000 | 200 000 | 88 681 | 88 681 | 142 400 CHF | 143 289 CHF | 100,00% | 100,00% |
10/07/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 205 000 | 205 000 | 91 702 | 91 702 | 150 255 CHF | 151 175 CHF | 99,90% | 99,90% |
09/07/2024 | 0,76% | 1,65 CHF | 1,66 CHF | 210 000 | 210 000 | 89 108 | 89 108 | 146 892 CHF | 147 824 CHF | 99,74% | 99,74% |
08/07/2024 | 0,66% | 1,65 CHF | 1,66 CHF | 210 000 | 210 000 | 91 250 | 91 250 | 149 697 CHF | 150 638 CHF | 99,28% | 99,28% |
05/07/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 210 000 | 210 000 | 93 271 | 93 271 | 153 625 CHF | 154 560 CHF | 99,90% | 99,90% |
04/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 82 000 | 82 000 | 66 109 | 66 109 | 108 681 CHF | 109 342 CHF | 99,54% | 99,54% |
03/07/2024 | 0,69% | 1,66 CHF | 1,67 CHF | 210 000 | 210 000 | 87 262 | 87 262 | 144 908 CHF | 145 846 CHF | 100,00% | 100,00% |