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 | 1,95% | 0,83 CHF | 0,84 CHF | 225 000 | 225 000 | 72 275 | 72 275 | 58 709 CHF | 59 555 CHF | 99,52% | 99,52% |
15/07/2024 | 1,96% | 0,78 CHF | 0,79 CHF | 230 000 | 230 000 | 73 854 | 73 854 | 57 322 CHF | 58 183 CHF | 98,90% | 98,90% |
12/07/2024 | 2,00% | 0,78 CHF | 0,79 CHF | 230 000 | 230 000 | 73 267 | 73 267 | 56 847 CHF | 57 703 CHF | 100,00% | 100,00% |
11/07/2024 | 1,84% | 0,83 CHF | 0,84 CHF | 225 000 | 225 000 | 70 477 | 70 477 | 59 669 CHF | 60 494 CHF | 99,99% | 99,99% |
10/07/2024 | 1,75% | 0,85 CHF | 0,86 CHF | 220 000 | 220 000 | 70 223 | 70 223 | 61 357 CHF | 62 177 CHF | 99,90% | 99,90% |
09/07/2024 | 1,74% | 0,92 CHF | 0,93 CHF | 215 000 | 215 000 | 69 256 | 69 256 | 62 724 CHF | 63 535 CHF | 99,98% | 99,98% |
08/07/2024 | 1,76% | 0,87 CHF | 0,88 CHF | 220 000 | 220 000 | 70 317 | 70 317 | 61 768 CHF | 62 589 CHF | 99,98% | 99,98% |
05/07/2024 | 1,73% | 0,89 CHF | 0,90 CHF | 220 000 | 220 000 | 69 945 | 69 945 | 61 695 CHF | 62 513 CHF | 99,71% | 99,71% |
04/07/2024 | 1,71% | 0,87 CHF | 0,88 CHF | 44 000 | 44 000 | 32 355 | 32 355 | 28 499 CHF | 28 939 CHF | 94,02% | 94,02% |
03/07/2024 | 1,67% | 0,90 CHF | 0,91 CHF | 220 000 | 220 000 | 69 149 | 69 149 | 63 162 CHF | 63 972 CHF | 99,52% | 99,52% |