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 | 1,35% | 0,72 CHF | 0,73 CHF | 280 000 | 280 000 | 120 292 | 120 292 | 90 980 CHF | 92 195 CHF | 99,89% | 99,89% |
15/07/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 270 000 | 270 000 | 118 758 | 118 758 | 99 658 CHF | 100 850 CHF | 99,97% | 99,97% |
12/07/2024 | 1,25% | 0,90 CHF | 0,91 CHF | 260 000 | 260 000 | 117 959 | 117 959 | 98 597 CHF | 99 782 CHF | 100,00% | 100,00% |
11/07/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 260 000 | 260 000 | 115 811 | 115 811 | 99 198 CHF | 100 366 CHF | 100,00% | 100,00% |
10/07/2024 | 1,32% | 0,84 CHF | 0,85 CHF | 280 000 | 280 000 | 119 563 | 119 563 | 96 679 CHF | 97 882 CHF | 100,00% | 100,00% |
09/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 280 000 | 280 000 | 121 048 | 121 048 | 93 079 CHF | 94 297 CHF | 99,73% | 99,73% |
08/07/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 300 000 | 300 000 | 133 005 | 133 005 | 94 336 CHF | 95 672 CHF | 99,74% | 99,74% |
05/07/2024 | 1,77% | 0,65 CHF | 0,66 CHF | 340 000 | 340 000 | 152 425 | 152 425 | 90 214 CHF | 91 746 CHF | 99,38% | 99,38% |
04/07/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 130 000 | 130 000 | 108 952 | 108 952 | 60 077 CHF | 61 166 CHF | 97,60% | 97,60% |
03/07/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 350 000 | 350 000 | 153 341 | 153 341 | 83 949 CHF | 85 489 CHF | 98,74% | 98,74% |