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 | 1,20% | 0,83 CHF | 0,84 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 118 720 CHF | 120 154 CHF | 100,00% | 100,00% |
15/07/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 116 617 CHF | 118 046 CHF | 100,00% | 100,00% |
12/07/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 114 692 CHF | 116 108 CHF | 100,00% | 100,00% |
11/07/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 140 000 | 140 000 | 139 873 | 139 873 | 110 383 CHF | 111 783 CHF | 99,63% | 99,63% |
10/07/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 104 671 CHF | 106 050 CHF | 99,99% | 99,99% |
09/07/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 102 221 CHF | 103 587 CHF | 99,73% | 99,73% |
08/07/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 98 113 CHF | 99 468 CHF | 100,00% | 100,00% |
05/07/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 99 992 CHF | 101 346 CHF | 99,81% | 99,81% |
04/07/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 104 686 CHF | 106 065 CHF | 100,00% | 100,00% |
03/07/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 107 834 CHF | 109 226 CHF | 100,00% | 100,00% |