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 | 1,21% | 0,82 CHF | 0,83 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 73 691 CHF | 74 578 CHF | 99,90% | 99,90% |
15/07/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 200 000 | 200 000 | 88 823 | 88 823 | 74 290 CHF | 75 180 CHF | 100,00% | 100,00% |
12/07/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 70 885 CHF | 71 761 CHF | 100,00% | 100,00% |
11/07/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 200 000 | 200 000 | 88 679 | 88 679 | 77 565 CHF | 78 454 CHF | 100,00% | 100,00% |
10/07/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 205 000 | 205 000 | 91 700 | 91 700 | 83 049 CHF | 83 970 CHF | 99,90% | 99,90% |
09/07/2024 | 1,36% | 0,92 CHF | 0,93 CHF | 210 000 | 210 000 | 89 156 | 89 156 | 81 632 CHF | 82 565 CHF | 99,66% | 99,66% |
08/07/2024 | 1,19% | 0,92 CHF | 0,93 CHF | 210 000 | 210 000 | 91 247 | 91 247 | 82 962 CHF | 83 904 CHF | 99,28% | 99,28% |
05/07/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 85 181 CHF | 86 117 CHF | 99,90% | 99,90% |
04/07/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 82 000 | 82 000 | 66 101 | 66 101 | 60 142 CHF | 60 803 CHF | 99,59% | 99,59% |
03/07/2024 | 1,23% | 0,93 CHF | 0,94 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 80 758 CHF | 81 696 CHF | 100,00% | 100,00% |