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 | 1,43% | 0,72 CHF | 0,73 CHF | 480 000 | 480 000 | 168 267 | 168 267 | 121 716 CHF | 123 412 CHF | 99,90% | 99,90% |
15/07/2024 | 1,48% | 0,76 CHF | 0,77 CHF | 480 000 | 480 000 | 170 642 | 170 642 | 122 403 CHF | 124 123 CHF | 99,96% | 99,96% |
12/07/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 480 000 | 480 000 | 168 795 | 168 795 | 120 164 CHF | 121 860 CHF | 100,00% | 100,00% |
11/07/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 470 000 | 470 000 | 160 865 | 160 865 | 124 611 CHF | 126 232 CHF | 100,00% | 100,00% |
10/07/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 460 000 | 460 000 | 154 397 | 154 397 | 128 682 CHF | 130 233 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,88 CHF | 0,89 CHF | 440 000 | 440 000 | 162 149 | 162 149 | 140 221 CHF | 141 853 CHF | 86,53% | 86,53% |
08/07/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 440 000 | 440 000 | 152 453 | 152 453 | 129 833 CHF | 131 366 CHF | 100,00% | 100,00% |
05/07/2024 | 1,22% | 0,88 CHF | 0,89 CHF | 440 000 | 440 000 | 155 289 | 155 289 | 132 189 CHF | 133 748 CHF | 96,52% | 96,52% |
04/07/2024 | 1,70% | 0,84 CHF | 0,87 CHF | 45 000 | 45 000 | 69 702 | 69 702 | 57 983 CHF | 58 875 CHF | 97,36% | 97,36% |
03/07/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 440 000 | 440 000 | 151 242 | 151 242 | 125 170 CHF | 126 687 CHF | 94,99% | 94,99% |