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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 150 000 | 150 000 | 149 304 | 149 304 | 106 612 CHF | 108 112 CHF | 100,00% | 100,00% |
16/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 107 404 CHF | 108 905 CHF | 100,00% | 100,00% |
15/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 110 738 CHF | 112 238 CHF | 100,00% | 100,00% |
12/07/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 111 577 CHF | 113 077 CHF | 100,00% | 100,00% |
11/07/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 150 000 | 150 000 | 149 906 | 149 906 | 110 898 CHF | 112 398 CHF | 100,00% | 100,00% |
10/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 110 705 CHF | 112 205 CHF | 100,00% | 100,00% |
09/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 110 763 CHF | 112 263 CHF | 100,00% | 100,00% |
08/07/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 111 744 CHF | 113 244 CHF | 100,00% | 100,00% |
05/07/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 118 434 CHF | 119 934 CHF | 99,82% | 99,82% |
04/07/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 119 844 CHF | 121 344 CHF | 99,50% | 99,50% |