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 | 1,10% | 0,96 CHF | 0,97 CHF | 120 000 | 120 000 | 117 946 | 117 946 | 110 131 CHF | 111 331 CHF | 94,57% | 94,57% |
15/07/2024 | 1,10% | 0,91 CHF | 0,93 CHF | 60 000 | 60 000 | 119 889 | 119 889 | 109 033 CHF | 110 233 CHF | 88,84% | 88,84% |
12/07/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 128 844 | 128 844 | 113 211 CHF | 114 500 CHF | 91,43% | 91,43% |
11/07/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 130 000 | 130 000 | 120 860 | 120 860 | 109 771 CHF | 110 979 CHF | 88,18% | 88,18% |
10/07/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 120 000 | 120 000 | 126 888 | 126 888 | 112 129 CHF | 113 398 CHF | 88,11% | 88,11% |
09/07/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 120 000 | 120 000 | 119 559 | 119 559 | 110 458 CHF | 111 658 CHF | 87,23% | 87,23% |
08/07/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 120 000 | 120 000 | 121 995 | 121 995 | 109 921 CHF | 111 143 CHF | 84,85% | 84,85% |
05/07/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 120 000 | 120 000 | 120 841 | 120 841 | 109 558 CHF | 110 767 CHF | 89,16% | 89,16% |
04/07/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 130 000 | 130 000 | 122 425 | 122 425 | 108 997 CHF | 110 222 CHF | 90,29% | 90,29% |
03/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 130 000 | 130 000 | 125 439 | 125 439 | 111 825 CHF | 113 079 CHF | 88,67% | 88,67% |