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 | 1,12% | 0,90 CHF | 0,91 CHF | 270 000 | 270 000 | 147 307 | 147 307 | 135 952 CHF | 137 441 CHF | 98,41% | 98,41% |
15/07/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 260 000 | 260 000 | 150 245 | 150 245 | 141 088 CHF | 142 597 CHF | 97,59% | 97,59% |
12/07/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 270 000 | 270 000 | 149 732 | 149 732 | 141 633 CHF | 143 136 CHF | 99,55% | 99,55% |
11/07/2024 | 0,99% | 0,95 CHF | 0,96 CHF | 270 000 | 270 000 | 146 470 | 146 470 | 149 457 CHF | 150 926 CHF | 99,38% | 99,38% |
10/07/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 260 000 | 260 000 | 144 995 | 144 995 | 146 393 CHF | 147 848 CHF | 99,85% | 99,85% |
09/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 260 000 | 260 000 | 143 942 | 143 942 | 151 011 CHF | 152 459 CHF | 99,22% | 99,22% |
08/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 260 000 | 260 000 | 145 340 | 145 340 | 153 844 CHF | 155 304 CHF | 99,48% | 99,48% |
05/07/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 260 000 | 260 000 | 145 239 | 145 239 | 148 421 CHF | 149 878 CHF | 94,90% | 94,90% |
04/07/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 130 000 | 130 000 | 119 898 | 119 898 | 121 214 CHF | 122 413 CHF | 94,63% | 94,63% |
03/07/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 260 000 | 260 000 | 146 266 | 146 266 | 145 637 CHF | 147 106 CHF | 96,78% | 96,78% |