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 | 1,19% | 0,84 CHF | 0,85 CHF | 215 000 | 215 000 | 213 798 | 213 798 | 178 532 CHF | 180 670 CHF | 99,51% | 99,51% |
15/07/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 205 000 | 205 000 | 204 049 | 204 049 | 155 111 CHF | 157 152 CHF | 100,00% | 100,00% |
12/07/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 205 000 | 205 000 | 204 155 | 204 155 | 157 165 CHF | 159 207 CHF | 100,00% | 100,00% |
11/07/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 205 000 | 205 000 | 205 086 | 205 086 | 159 957 CHF | 162 009 CHF | 100,00% | 100,00% |
10/07/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 205 000 | 205 000 | 204 156 | 204 156 | 155 381 CHF | 157 423 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 176 836 CHF | 178 978 CHF | 100,00% | 100,00% |
08/07/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 215 000 | 215 000 | 213 726 | 213 726 | 175 310 CHF | 177 448 CHF | 100,00% | 100,00% |
05/07/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 215 000 | 215 000 | 214 478 | 214 478 | 179 672 CHF | 181 817 CHF | 99,81% | 99,81% |
04/07/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 220 000 | 220 000 | 222 528 | 222 528 | 195 827 CHF | 198 052 CHF | 99,49% | 99,49% |
03/07/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 225 000 | 225 000 | 221 058 | 221 058 | 194 178 CHF | 196 388 CHF | 99,35% | 99,35% |