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 | 1,41% | 0,71 CHF | 0,72 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 101 110 CHF | 102 545 CHF | 100,00% | 100,00% |
15/07/2024 | 1,43% | 0,68 CHF | 0,69 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 99 205 CHF | 100 633 CHF | 100,00% | 100,00% |
12/07/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 140 000 | 140 000 | 141 566 | 141 566 | 97 338 CHF | 98 753 CHF | 100,00% | 100,00% |
11/07/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 140 000 | 140 000 | 139 874 | 139 874 | 93 419 CHF | 94 819 CHF | 99,65% | 99,65% |
10/07/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 140 000 | 140 000 | 137 949 | 137 949 | 87 897 CHF | 89 277 CHF | 100,00% | 100,00% |
09/07/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 85 536 CHF | 86 902 CHF | 99,73% | 99,73% |
08/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 81 684 CHF | 83 039 CHF | 100,00% | 100,00% |
05/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 83 404 CHF | 84 758 CHF | 99,80% | 99,80% |
04/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 87 998 CHF | 89 377 CHF | 100,00% | 100,00% |
03/07/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 90 899 CHF | 92 291 CHF | 100,00% | 100,00% |