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 | 1,71% | 0,62 CHF | 0,63 CHF | 150 000 | 150 000 | 154 950 | 154 950 | 91 273 CHF | 92 835 CHF | 99,49% | 99,49% |
15/07/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 160 000 | 160 000 | 159 613 | 159 613 | 96 601 CHF | 98 197 CHF | 89,03% | 89,03% |
12/07/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 150 000 | 150 000 | 150 848 | 150 848 | 90 592 CHF | 92 101 CHF | 100,00% | 100,00% |
11/07/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 91 377 CHF | 92 977 CHF | 93,53% | 93,53% |
10/07/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 84 863 CHF | 86 463 CHF | 98,10% | 98,10% |
09/07/2024 | 1,86% | 0,51 CHF | 0,52 CHF | 160 000 | 160 000 | 159 623 | 159 623 | 85 302 CHF | 86 902 CHF | 99,75% | 99,75% |
08/07/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 160 000 | 160 000 | 159 719 | 159 719 | 85 889 CHF | 87 489 CHF | 98,70% | 98,70% |
05/07/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 89 305 CHF | 90 905 CHF | 99,55% | 99,55% |
04/07/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 87 640 CHF | 89 240 CHF | 98,94% | 98,94% |
03/07/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 160 000 | 160 000 | 162 406 | 162 406 | 87 008 CHF | 88 632 CHF | 99,83% | 99,83% |