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 | 0,88% | 1,16 CHF | 1,17 CHF | 260 000 | 260 000 | 90 767 | 90 767 | 106 588 CHF | 107 504 CHF | 99,90% | 99,90% |
15/07/2024 | 0,92% | 1,24 CHF | 1,25 CHF | 270 000 | 270 000 | 97 014 | 97 014 | 112 848 CHF | 113 825 CHF | 99,74% | 99,74% |
12/07/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 260 000 | 260 000 | 91 061 | 91 061 | 105 148 CHF | 106 063 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,20 CHF | 1,21 CHF | 250 000 | 250 000 | 86 290 | 86 290 | 109 653 CHF | 110 522 CHF | 100,00% | 100,00% |
10/07/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 250 000 | 250 000 | 85 330 | 85 330 | 117 867 CHF | 118 724 CHF | 100,00% | 100,00% |
09/07/2024 | 0,72% | 1,47 CHF | 1,48 CHF | 240 000 | 240 000 | 84 308 | 84 308 | 121 306 CHF | 122 154 CHF | 100,00% | 100,00% |
08/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 240 000 | 240 000 | 84 338 | 84 338 | 119 606 CHF | 120 454 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 1,48 CHF | 1,49 CHF | 240 000 | 240 000 | 84 534 | 84 534 | 119 526 CHF | 120 374 CHF | 99,81% | 99,81% |
04/07/2024 | 1,03% | 1,38 CHF | 1,41 CHF | 25 000 | 25 000 | 39 315 | 39 315 | 54 191 CHF | 54 691 CHF | 99,49% | 99,49% |
03/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 240 000 | 240 000 | 84 544 | 84 544 | 115 832 CHF | 116 681 CHF | 100,00% | 100,00% |