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% | 1,54 CHF | 1,55 CHF | 300 000 | 300 000 | 162 988 | 162 988 | 252 624 CHF | 254 271 CHF | 99,08% | 99,08% |
15/07/2024 | 0,67% | 1,57 CHF | 1,58 CHF | 300 000 | 300 000 | 164 933 | 164 933 | 255 245 CHF | 256 901 CHF | 97,02% | 97,02% |
12/07/2024 | 0,72% | 1,49 CHF | 1,50 CHF | 300 000 | 300 000 | 172 853 | 172 853 | 247 076 CHF | 248 812 CHF | 99,99% | 99,99% |
11/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 310 000 | 310 000 | 163 585 | 163 585 | 241 746 CHF | 243 395 CHF | 99,98% | 99,98% |
10/07/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 300 000 | 300 000 | 163 704 | 163 704 | 237 534 CHF | 239 179 CHF | 99,90% | 99,90% |
09/07/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 310 000 | 310 000 | 173 543 | 173 543 | 243 973 CHF | 245 719 CHF | 99,43% | 99,43% |
08/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 310 000 | 310 000 | 173 283 | 173 283 | 237 573 CHF | 239 316 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 310 000 | 310 000 | 174 695 | 174 695 | 225 485 CHF | 227 238 CHF | 99,35% | 99,35% |
04/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 160 000 | 160 000 | 143 958 | 143 958 | 181 878 CHF | 183 318 CHF | 99,43% | 99,43% |
03/07/2024 | 0,83% | 1,25 CHF | 1,26 CHF | 320 000 | 320 000 | 174 883 | 174 883 | 216 968 CHF | 218 723 CHF | 98,27% | 98,27% |