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 | 0,64% | 1,57 CHF | 1,58 CHF | 210 000 | 210 000 | 95 340 | 95 340 | 154 399 CHF | 155 362 CHF | 99,88% | 99,88% |
15/07/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 210 000 | 210 000 | 95 475 | 95 475 | 164 363 CHF | 165 321 CHF | 99,94% | 99,94% |
12/07/2024 | 0,61% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 95 053 | 95 053 | 162 638 CHF | 163 592 CHF | 100,00% | 100,00% |
11/07/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 210 000 | 210 000 | 90 087 | 90 087 | 156 256 CHF | 157 164 CHF | 99,99% | 99,99% |
10/07/2024 | 0,63% | 1,72 CHF | 1,73 CHF | 210 000 | 210 000 | 94 577 | 94 577 | 158 375 CHF | 159 327 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 210 000 | 210 000 | 95 693 | 95 693 | 155 631 CHF | 156 594 CHF | 99,51% | 99,51% |
08/07/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 220 000 | 220 000 | 98 039 | 98 039 | 151 121 CHF | 152 106 CHF | 99,74% | 99,74% |
05/07/2024 | 0,75% | 1,48 CHF | 1,49 CHF | 220 000 | 220 000 | 99 605 | 99 605 | 138 039 CHF | 139 040 CHF | 99,38% | 99,38% |
04/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 80 000 | 80 000 | 69 476 | 69 476 | 92 389 CHF | 93 084 CHF | 97,59% | 97,59% |
03/07/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 230 000 | 230 000 | 97 380 | 97 380 | 129 051 CHF | 130 029 CHF | 96,08% | 96,08% |