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 | 1,20% | 0,86 CHF | 0,87 CHF | 120 000 | 120 000 | 123 952 | 123 952 | 103 847 CHF | 105 093 CHF | 94,15% | 94,15% |
15/07/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 130 000 | 130 000 | 128 763 | 128 763 | 105 021 CHF | 106 321 CHF | 97,98% | 97,98% |
12/07/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 130 000 | 130 000 | 129 976 | 129 976 | 102 094 CHF | 103 394 CHF | 98,51% | 98,51% |
11/07/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 130 000 | 130 000 | 120 793 | 120 793 | 98 437 CHF | 99 645 CHF | 97,69% | 97,69% |
10/07/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 120 000 | 120 000 | 127 023 | 127 023 | 100 306 CHF | 101 576 CHF | 98,34% | 98,34% |
09/07/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 120 000 | 120 000 | 119 568 | 119 568 | 99 032 CHF | 100 232 CHF | 90,88% | 90,88% |
08/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 120 000 | 120 000 | 121 539 | 121 539 | 98 375 CHF | 99 593 CHF | 90,86% | 90,86% |
05/07/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 120 000 | 120 000 | 120 657 | 120 657 | 98 219 CHF | 99 426 CHF | 88,50% | 88,50% |
04/07/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 130 000 | 130 000 | 123 006 | 123 006 | 97 698 CHF | 98 928 CHF | 76,50% | 76,50% |
03/07/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 130 000 | 130 000 | 125 126 | 125 126 | 99 768 CHF | 101 019 CHF | 81,29% | 81,29% |