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 | 0,78% | 1,27 CHF | 1,28 CHF | 215 000 | 215 000 | 213 798 | 213 798 | 271 306 CHF | 273 444 CHF | 99,52% | 99,52% |
15/07/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 205 000 | 205 000 | 204 050 | 204 050 | 244 227 CHF | 246 268 CHF | 100,00% | 100,00% |
12/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 205 000 | 205 000 | 204 155 | 204 155 | 246 071 CHF | 248 112 CHF | 100,00% | 100,00% |
11/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 205 000 | 205 000 | 205 092 | 205 092 | 248 764 CHF | 250 816 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 205 000 | 205 000 | 204 156 | 204 156 | 243 802 CHF | 245 843 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 269 556 CHF | 271 697 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 215 000 | 215 000 | 213 727 | 213 727 | 267 606 CHF | 269 743 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 215 000 | 215 000 | 214 476 | 214 476 | 272 829 CHF | 274 973 CHF | 99,81% | 99,81% |
04/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 220 000 | 220 000 | 223 037 | 223 037 | 292 786 CHF | 295 017 CHF | 89,84% | 89,84% |
03/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 225 000 | 225 000 | 221 016 | 221 016 | 289 417 CHF | 291 627 CHF | 98,32% | 98,32% |