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 | 0,53% | 1,96 CHF | 1,97 CHF | 130 000 | 130 000 | 74 397 | 74 397 | 146 566 CHF | 147 319 CHF | 97,43% | 97,43% |
15/07/2024 | 0,54% | 2,00 CHF | 2,01 CHF | 130 000 | 130 000 | 76 285 | 76 285 | 146 959 CHF | 147 725 CHF | 98,64% | 98,64% |
12/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 140 000 | 140 000 | 77 825 | 77 825 | 149 945 CHF | 150 726 CHF | 98,79% | 98,79% |
11/07/2024 | 0,48% | 1,97 CHF | 1,98 CHF | 130 000 | 130 000 | 70 781 | 70 781 | 148 593 CHF | 149 303 CHF | 98,52% | 98,52% |
10/07/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 130 000 | 130 000 | 70 911 | 70 911 | 149 079 CHF | 149 791 CHF | 99,60% | 99,60% |
09/07/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 130 000 | 130 000 | 70 693 | 70 693 | 148 202 CHF | 148 913 CHF | 99,38% | 99,38% |
08/07/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 130 000 | 130 000 | 71 254 | 71 254 | 148 272 CHF | 148 988 CHF | 99,05% | 99,05% |
05/07/2024 | 0,52% | 2,11 CHF | 2,12 CHF | 130 000 | 130 000 | 75 736 | 75 736 | 151 740 CHF | 152 500 CHF | 96,90% | 96,90% |
04/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 70 000 | 70 000 | 64 706 | 64 706 | 126 088 CHF | 126 735 CHF | 99,51% | 99,51% |
03/07/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 130 000 | 130 000 | 77 981 | 77 981 | 149 332 CHF | 150 115 CHF | 100,00% | 100,00% |