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 | 0,62% | 1,64 CHF | 1,65 CHF | 240 000 | 240 000 | 102 680 | 102 680 | 171 124 CHF | 172 161 CHF | 97,22% | 97,22% |
15/07/2024 | 0,61% | 1,74 CHF | 1,75 CHF | 230 000 | 230 000 | 105 957 | 105 957 | 179 923 CHF | 180 986 CHF | 95,43% | 95,43% |
12/07/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 230 000 | 230 000 | 101 418 | 101 418 | 177 047 CHF | 178 066 CHF | 92,44% | 92,44% |
11/07/2024 | 0,51% | 1,88 CHF | 1,89 CHF | 220 000 | 220 000 | 98 035 | 98 035 | 193 827 CHF | 194 812 CHF | 97,10% | 97,10% |
10/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 220 000 | 220 000 | 100 151 | 100 151 | 199 143 CHF | 200 149 CHF | 99,23% | 99,23% |
09/07/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 220 000 | 220 000 | 96 917 | 96 917 | 193 526 CHF | 194 502 CHF | 97,31% | 97,31% |
08/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 220 000 | 220 000 | 98 772 | 98 772 | 200 836 CHF | 201 828 CHF | 98,13% | 98,13% |
05/07/2024 | 0,56% | 1,99 CHF | 2,00 CHF | 220 000 | 220 000 | 103 268 | 103 268 | 192 606 CHF | 193 644 CHF | 88,78% | 88,78% |
04/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 90 000 | 90 000 | 74 453 | 74 453 | 134 878 CHF | 135 622 CHF | 97,20% | 97,20% |
03/07/2024 | 0,64% | 1,80 CHF | 1,81 CHF | 230 000 | 230 000 | 104 514 | 104 514 | 188 993 CHF | 190 052 CHF | 96,84% | 96,84% |