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 | 1,53% | 0,65 CHF | 0,66 CHF | 215 000 | 215 000 | 213 798 | 213 798 | 138 923 CHF | 141 061 CHF | 99,52% | 99,52% |
15/07/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 205 000 | 205 000 | 204 050 | 204 050 | 117 769 CHF | 119 809 CHF | 100,00% | 100,00% |
12/07/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 205 000 | 205 000 | 204 155 | 204 155 | 119 828 CHF | 121 869 CHF | 100,00% | 100,00% |
11/07/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 205 000 | 205 000 | 205 085 | 205 085 | 122 085 CHF | 124 137 CHF | 100,00% | 100,00% |
10/07/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 205 000 | 205 000 | 204 156 | 204 156 | 118 181 CHF | 120 223 CHF | 100,00% | 100,00% |
09/07/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 137 325 CHF | 139 466 CHF | 100,00% | 100,00% |
08/07/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 215 000 | 215 000 | 213 717 | 213 717 | 136 162 CHF | 138 299 CHF | 99,23% | 99,23% |
05/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 215 000 | 215 000 | 214 453 | 214 453 | 140 261 CHF | 142 405 CHF | 98,43% | 98,43% |
04/07/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 220 000 | 220 000 | 222 518 | 222 518 | 155 046 CHF | 157 271 CHF | 94,20% | 94,20% |
03/07/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 225 000 | 225 000 | 220 894 | 220 894 | 152 858 CHF | 155 067 CHF | 91,85% | 91,85% |