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 | 0,91% | 1,10 CHF | 1,11 CHF | 270 000 | 270 000 | 118 143 | 118 143 | 133 889 CHF | 135 082 CHF | 99,89% | 99,89% |
15/07/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 260 000 | 260 000 | 114 323 | 114 323 | 138 776 CHF | 139 924 CHF | 99,97% | 99,97% |
12/07/2024 | 0,86% | 1,27 CHF | 1,28 CHF | 260 000 | 260 000 | 116 776 | 116 776 | 140 959 CHF | 142 131 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 260 000 | 260 000 | 114 005 | 114 005 | 139 752 CHF | 140 901 CHF | 100,00% | 100,00% |
10/07/2024 | 0,90% | 1,21 CHF | 1,22 CHF | 260 000 | 260 000 | 116 670 | 116 670 | 137 604 CHF | 138 778 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 270 000 | 270 000 | 118 799 | 118 799 | 135 382 CHF | 136 579 CHF | 98,98% | 98,98% |
08/07/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 280 000 | 280 000 | 120 966 | 120 966 | 130 076 CHF | 131 291 CHF | 99,74% | 99,74% |
05/07/2024 | 1,09% | 1,02 CHF | 1,03 CHF | 290 000 | 290 000 | 132 546 | 132 546 | 126 248 CHF | 127 581 CHF | 99,38% | 99,38% |
04/07/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 110 000 | 110 000 | 94 362 | 94 362 | 85 809 CHF | 86 753 CHF | 96,59% | 96,59% |
03/07/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 300 000 | 300 000 | 127 969 | 127 969 | 116 044 CHF | 117 330 CHF | 94,23% | 94,23% |