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 | 1,75% | 0,93 CHF | 0,94 CHF | 225 000 | 225 000 | 72 256 | 72 256 | 65 643 CHF | 66 488 CHF | 99,51% | 99,51% |
15/07/2024 | 1,75% | 0,88 CHF | 0,89 CHF | 230 000 | 230 000 | 73 870 | 73 870 | 64 448 CHF | 65 309 CHF | 98,87% | 98,87% |
12/07/2024 | 1,78% | 0,87 CHF | 0,88 CHF | 230 000 | 230 000 | 73 267 | 73 267 | 63 846 CHF | 64 702 CHF | 100,00% | 100,00% |
11/07/2024 | 1,66% | 0,92 CHF | 0,93 CHF | 225 000 | 225 000 | 70 445 | 70 445 | 66 350 CHF | 67 174 CHF | 99,97% | 99,97% |
10/07/2024 | 1,57% | 0,94 CHF | 0,95 CHF | 220 000 | 220 000 | 70 222 | 70 222 | 68 166 CHF | 68 986 CHF | 99,90% | 99,90% |
09/07/2024 | 1,57% | 1,02 CHF | 1,03 CHF | 215 000 | 215 000 | 69 256 | 69 256 | 69 374 CHF | 70 185 CHF | 99,98% | 99,98% |
08/07/2024 | 1,58% | 0,96 CHF | 0,97 CHF | 220 000 | 220 000 | 70 317 | 70 317 | 68 545 CHF | 69 366 CHF | 99,98% | 99,98% |
05/07/2024 | 1,56% | 0,98 CHF | 0,99 CHF | 220 000 | 220 000 | 69 935 | 69 935 | 68 483 CHF | 69 300 CHF | 99,70% | 99,70% |
04/07/2024 | 1,54% | 0,97 CHF | 0,98 CHF | 44 000 | 44 000 | 32 354 | 32 354 | 31 653 CHF | 32 093 CHF | 94,01% | 94,01% |
03/07/2024 | 1,51% | 0,99 CHF | 1,00 CHF | 220 000 | 220 000 | 69 149 | 69 149 | 69 807 CHF | 70 617 CHF | 99,53% | 99,53% |