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 | 1,11% | 0,89 CHF | 0,90 CHF | 220 000 | 220 000 | 96 488 | 96 488 | 87 326 CHF | 88 293 CHF | 99,89% | 99,89% |
15/07/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 220 000 | 220 000 | 98 407 | 98 407 | 86 650 CHF | 87 636 CHF | 100,00% | 100,00% |
12/07/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 220 000 | 220 000 | 91 483 | 91 483 | 72 963 CHF | 73 880 CHF | 99,90% | 99,90% |
11/07/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 220 000 | 220 000 | 98 419 | 98 419 | 89 076 CHF | 90 063 CHF | 99,99% | 99,99% |
10/07/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 220 000 | 220 000 | 98 455 | 98 455 | 97 844 CHF | 98 830 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 220 000 | 220 000 | 98 413 | 98 413 | 103 949 CHF | 104 935 CHF | 100,00% | 100,00% |
08/07/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 220 000 | 220 000 | 98 421 | 98 421 | 107 372 CHF | 108 358 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 220 000 | 220 000 | 97 956 | 97 956 | 103 143 CHF | 104 125 CHF | 99,63% | 99,63% |
04/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 88 000 | 88 000 | 70 462 | 70 462 | 72 023 CHF | 72 727 CHF | 100,00% | 100,00% |
03/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 220 000 | 220 000 | 98 413 | 98 413 | 103 225 CHF | 104 211 CHF | 100,00% | 100,00% |