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 | 0,71% | 1,37 CHF | 1,38 CHF | 315 000 | 315 000 | 136 378 | 136 378 | 192 539 CHF | 193 905 CHF | 99,88% | 99,88% |
15/07/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 305 000 | 305 000 | 132 981 | 132 981 | 198 844 CHF | 200 176 CHF | 96,89% | 96,89% |
12/07/2024 | 0,69% | 1,55 CHF | 1,56 CHF | 300 000 | 300 000 | 134 015 | 134 015 | 199 441 CHF | 200 783 CHF | 100,00% | 100,00% |
11/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 305 000 | 305 000 | 132 576 | 132 576 | 199 692 CHF | 201 025 CHF | 100,00% | 100,00% |
10/07/2024 | 0,71% | 1,50 CHF | 1,51 CHF | 305 000 | 305 000 | 134 624 | 134 624 | 196 603 CHF | 197 953 CHF | 99,99% | 99,99% |
09/07/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 315 000 | 315 000 | 138 185 | 138 185 | 195 778 CHF | 197 164 CHF | 97,08% | 97,08% |
08/07/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 320 000 | 320 000 | 139 465 | 139 465 | 188 020 CHF | 189 418 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,29 CHF | 1,30 CHF | 325 000 | 325 000 | 145 670 | 145 670 | 177 816 CHF | 179 278 CHF | 99,39% | 99,39% |
04/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 119 000 | 119 000 | 101 091 | 101 091 | 118 515 CHF | 119 526 CHF | 97,60% | 97,60% |
03/07/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 340 000 | 340 000 | 139 925 | 139 925 | 163 663 CHF | 165 065 CHF | 93,42% | 93,42% |