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 | 2,17% | 1,17 CHF | 1,19 CHF | 350 000 | 350 000 | 343 373 | 343 373 | 328 735 CHF | 335 709 CHF | 100,00% | 100,00% |
15/07/2024 | 2,25% | 0,94 CHF | 0,96 CHF | 350 000 | 350 000 | 346 193 | 346 193 | 312 383 CHF | 319 357 CHF | 99,99% | 99,99% |
12/07/2024 | 2,55% | 0,86 CHF | 0,88 CHF | 350 000 | 350 000 | 346 109 | 346 109 | 276 254 CHF | 283 228 CHF | 98,46% | 98,46% |
11/07/2024 | 2,72% | 0,81 CHF | 0,83 CHF | 350 000 | 350 000 | 346 127 | 346 127 | 258 549 CHF | 265 523 CHF | 98,73% | 98,73% |
10/07/2024 | 3,29% | 0,64 CHF | 0,66 CHF | 350 000 | 350 000 | 346 170 | 346 170 | 212 696 CHF | 219 670 CHF | 100,00% | 100,00% |
09/07/2024 | 3,26% | 0,61 CHF | 0,63 CHF | 350 000 | 350 000 | 345 380 | 345 380 | 215 542 CHF | 222 516 CHF | 100,00% | 100,00% |
08/07/2024 | 3,08% | 0,68 CHF | 0,70 CHF | 350 000 | 350 000 | 345 389 | 345 389 | 228 502 CHF | 235 476 CHF | 98,24% | 98,24% |
05/07/2024 | 3,21% | 0,64 CHF | 0,66 CHF | 350 000 | 350 000 | 346 169 | 346 169 | 218 768 CHF | 225 742 CHF | 100,00% | 100,00% |
04/07/2024 | 3,08% | 0,65 CHF | 0,67 CHF | 180 000 | 180 000 | 310 336 | 310 336 | 204 948 CHF | 211 189 CHF | 100,00% | 100,00% |
03/07/2024 | 3,09% | 0,63 CHF | 0,65 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 227 080 CHF | 234 055 CHF | 100,00% | 100,00% |