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 | 1,18% | 0,84 CHF | 0,85 CHF | 195 000 | 195 000 | 88 471 | 88 471 | 75 756 CHF | 76 642 CHF | 99,89% | 99,89% |
15/07/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 200 000 | 200 000 | 88 822 | 88 822 | 76 289 CHF | 77 179 CHF | 100,00% | 100,00% |
12/07/2024 | 1,22% | 0,86 CHF | 0,87 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 72 989 CHF | 73 865 CHF | 100,00% | 100,00% |
11/07/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 200 000 | 200 000 | 88 676 | 88 676 | 79 668 CHF | 80 557 CHF | 100,00% | 100,00% |
10/07/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 205 000 | 205 000 | 91 699 | 91 699 | 85 208 CHF | 86 129 CHF | 99,90% | 99,90% |
09/07/2024 | 1,33% | 0,94 CHF | 0,95 CHF | 210 000 | 210 000 | 89 107 | 89 107 | 83 691 CHF | 84 623 CHF | 99,74% | 99,74% |
08/07/2024 | 1,16% | 0,95 CHF | 0,96 CHF | 210 000 | 210 000 | 91 239 | 91 239 | 85 154 CHF | 86 095 CHF | 99,30% | 99,30% |
05/07/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 210 000 | 210 000 | 93 269 | 93 269 | 87 541 CHF | 88 476 CHF | 99,89% | 99,89% |
04/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 82 000 | 82 000 | 66 101 | 66 101 | 61 714 CHF | 62 375 CHF | 99,59% | 99,59% |
03/07/2024 | 1,20% | 0,95 CHF | 0,96 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 82 809 CHF | 83 747 CHF | 100,00% | 100,00% |