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 | 0,95% | 1,06 CHF | 1,07 CHF | 260 000 | 260 000 | 141 828 | 141 828 | 154 280 CHF | 155 713 CHF | 97,69% | 97,69% |
15/07/2024 | 0,94% | 1,13 CHF | 1,14 CHF | 250 000 | 250 000 | 146 411 | 146 411 | 161 588 CHF | 163 059 CHF | 95,05% | 95,05% |
12/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 260 000 | 260 000 | 144 393 | 144 393 | 160 313 CHF | 161 762 CHF | 96,89% | 96,89% |
11/07/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 260 000 | 260 000 | 138 519 | 138 519 | 164 132 CHF | 165 522 CHF | 99,32% | 99,32% |
10/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 250 000 | 250 000 | 137 561 | 137 561 | 161 807 CHF | 163 188 CHF | 99,71% | 99,71% |
09/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 250 000 | 250 000 | 135 388 | 135 388 | 164 806 CHF | 166 168 CHF | 98,15% | 98,15% |
08/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 250 000 | 250 000 | 137 334 | 137 334 | 168 137 CHF | 169 517 CHF | 99,81% | 99,81% |
05/07/2024 | 0,87% | 1,22 CHF | 1,23 CHF | 250 000 | 250 000 | 139 909 | 139 909 | 166 520 CHF | 167 925 CHF | 83,18% | 83,18% |
04/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 130 000 | 130 000 | 114 248 | 114 248 | 134 650 CHF | 135 792 CHF | 98,60% | 98,60% |
03/07/2024 | 0,89% | 1,17 CHF | 1,18 CHF | 250 000 | 250 000 | 138 890 | 138 890 | 161 341 CHF | 162 736 CHF | 96,78% | 96,78% |