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 | 1,35% | 0,77 CHF | 0,78 CHF | 130 000 | 130 000 | 129 003 | 129 003 | 96 312 CHF | 97 612 CHF | 90,86% | 90,86% |
15/07/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 130 000 | 130 000 | 128 711 | 128 711 | 93 398 CHF | 94 698 CHF | 94,30% | 94,30% |
12/07/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 129 971 | 129 971 | 90 345 CHF | 91 645 CHF | 97,31% | 97,31% |
11/07/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 94 130 CHF | 95 430 CHF | 94,35% | 94,35% |
10/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 90 915 CHF | 92 215 CHF | 96,78% | 96,78% |
09/07/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 130 000 | 130 000 | 126 312 | 126 312 | 93 105 CHF | 94 373 CHF | 94,06% | 94,06% |
08/07/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 130 000 | 130 000 | 129 768 | 129 768 | 93 174 CHF | 94 474 CHF | 92,45% | 92,45% |
05/07/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 130 000 | 130 000 | 129 990 | 129 990 | 93 753 CHF | 95 053 CHF | 91,70% | 91,70% |
04/07/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 91 498 CHF | 92 798 CHF | 93,97% | 93,97% |
03/07/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 91 585 CHF | 92 885 CHF | 88,92% | 88,92% |