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 | 0,96% | 1,06 CHF | 1,07 CHF | 300 000 | 300 000 | 133 474 | 133 474 | 142 377 CHF | 143 721 CHF | 100,00% | 100,00% |
16/07/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 305 000 | 305 000 | 137 433 | 137 433 | 154 119 CHF | 155 496 CHF | 99,90% | 99,90% |
15/07/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 300 000 | 300 000 | 135 098 | 135 098 | 147 537 CHF | 148 890 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 300 000 | 136 355 | 136 355 | 150 687 CHF | 152 053 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 305 000 | 305 000 | 137 545 | 137 545 | 154 606 CHF | 155 984 CHF | 99,82% | 99,82% |
10/07/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 305 000 | 305 000 | 136 847 | 136 847 | 153 735 CHF | 155 106 CHF | 100,00% | 100,00% |
09/07/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 300 000 | 300 000 | 134 396 | 134 396 | 147 314 CHF | 148 661 CHF | 99,76% | 99,76% |
08/07/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 295 000 | 295 000 | 132 093 | 132 093 | 140 697 CHF | 142 020 CHF | 100,00% | 100,00% |
05/07/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 295 000 | 295 000 | 130 758 | 130 758 | 139 489 CHF | 140 799 CHF | 99,81% | 99,81% |
04/07/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 116 000 | 116 000 | 93 151 | 93 151 | 98 789 CHF | 99 720 CHF | 99,98% | 99,98% |