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 | 0,68% | 1,50 CHF | 1,51 CHF | 210 000 | 210 000 | 93 009 | 93 009 | 141 086 CHF | 142 025 CHF | 99,89% | 99,89% |
15/07/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 210 000 | 210 000 | 93 666 | 93 666 | 150 927 CHF | 151 868 CHF | 99,37% | 99,37% |
12/07/2024 | 0,67% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 93 541 | 93 541 | 145 476 CHF | 146 416 CHF | 100,00% | 100,00% |
11/07/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 210 000 | 210 000 | 85 437 | 85 437 | 139 209 CHF | 140 070 CHF | 100,00% | 100,00% |
10/07/2024 | 0,65% | 1,64 CHF | 1,65 CHF | 210 000 | 210 000 | 92 772 | 92 772 | 148 616 CHF | 149 548 CHF | 100,00% | 100,00% |
09/07/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 210 000 | 210 000 | 94 467 | 94 467 | 150 093 CHF | 151 044 CHF | 96,45% | 96,45% |
08/07/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 210 000 | 210 000 | 93 399 | 93 399 | 146 418 CHF | 147 357 CHF | 99,86% | 99,86% |
05/07/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 210 000 | 210 000 | 86 369 | 86 369 | 139 999 CHF | 140 866 CHF | 98,22% | 98,22% |
04/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 60 000 | 60 000 | 54 630 | 54 630 | 91 894 CHF | 92 440 CHF | 98,93% | 98,93% |
03/07/2024 | 0,64% | 1,64 CHF | 1,65 CHF | 200 000 | 200 000 | 92 358 | 92 358 | 148 063 CHF | 148 990 CHF | 96,05% | 96,05% |