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 | 0,84% | 1,19 CHF | 1,20 CHF | 220 000 | 220 000 | 96 489 | 96 489 | 116 045 CHF | 117 012 CHF | 99,89% | 99,89% |
15/07/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 220 000 | 220 000 | 98 408 | 98 408 | 115 829 CHF | 116 816 CHF | 100,00% | 100,00% |
12/07/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 220 000 | 220 000 | 91 478 | 91 478 | 100 211 CHF | 101 127 CHF | 99,90% | 99,90% |
11/07/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 220 000 | 220 000 | 98 396 | 98 396 | 118 226 CHF | 119 212 CHF | 99,97% | 99,97% |
10/07/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 220 000 | 220 000 | 98 456 | 98 456 | 127 183 CHF | 128 169 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 220 000 | 220 000 | 98 412 | 98 412 | 133 255 CHF | 134 241 CHF | 100,00% | 100,00% |
08/07/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 220 000 | 220 000 | 98 421 | 98 421 | 136 718 CHF | 137 704 CHF | 100,00% | 100,00% |
05/07/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 220 000 | 220 000 | 97 958 | 97 958 | 132 349 CHF | 133 331 CHF | 99,63% | 99,63% |
04/07/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 88 000 | 88 000 | 70 462 | 70 462 | 93 065 CHF | 93 769 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 220 000 | 220 000 | 98 412 | 98 412 | 132 691 CHF | 133 676 CHF | 100,00% | 100,00% |