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 | 0,59% | 1,75 CHF | 1,76 CHF | 290 000 | 290 000 | 161 693 | 161 693 | 285 136 CHF | 286 769 CHF | 99,06% | 99,06% |
15/07/2024 | 0,59% | 1,79 CHF | 1,80 CHF | 290 000 | 290 000 | 163 653 | 163 653 | 288 166 CHF | 289 809 CHF | 95,62% | 95,62% |
12/07/2024 | 0,63% | 1,70 CHF | 1,71 CHF | 300 000 | 300 000 | 164 347 | 164 347 | 269 942 CHF | 271 592 CHF | 99,99% | 99,99% |
11/07/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 300 000 | 300 000 | 163 036 | 163 036 | 275 767 CHF | 277 411 CHF | 100,00% | 100,00% |
10/07/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 300 000 | 300 000 | 163 707 | 163 707 | 272 409 CHF | 274 054 CHF | 99,90% | 99,90% |
09/07/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 300 000 | 300 000 | 164 038 | 164 038 | 265 585 CHF | 267 235 CHF | 99,32% | 99,32% |
08/07/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 310 000 | 310 000 | 172 641 | 172 641 | 273 289 CHF | 275 026 CHF | 100,00% | 100,00% |
05/07/2024 | 0,69% | 1,55 CHF | 1,56 CHF | 310 000 | 310 000 | 174 085 | 174 085 | 261 453 CHF | 263 200 CHF | 99,34% | 99,34% |
04/07/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 160 000 | 160 000 | 143 957 | 143 957 | 212 771 CHF | 214 211 CHF | 99,43% | 99,43% |
03/07/2024 | 0,71% | 1,46 CHF | 1,47 CHF | 320 000 | 320 000 | 174 132 | 174 132 | 252 821 CHF | 254 568 CHF | 98,27% | 98,27% |