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 | 1,58% | 0,62 CHF | 0,63 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 56 192 CHF | 57 078 CHF | 99,90% | 99,90% |
15/07/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 200 000 | 200 000 | 88 822 | 88 822 | 56 737 CHF | 57 627 CHF | 100,00% | 100,00% |
12/07/2024 | 1,65% | 0,64 CHF | 0,65 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 53 878 CHF | 54 754 CHF | 100,00% | 100,00% |
11/07/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 200 000 | 200 000 | 88 676 | 88 676 | 60 089 CHF | 60 978 CHF | 100,00% | 100,00% |
10/07/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 205 000 | 205 000 | 91 699 | 91 699 | 64 808 CHF | 65 729 CHF | 99,90% | 99,90% |
09/07/2024 | 1,73% | 0,72 CHF | 0,73 CHF | 210 000 | 210 000 | 89 160 | 89 160 | 64 056 CHF | 64 989 CHF | 99,65% | 99,65% |
08/07/2024 | 1,52% | 0,72 CHF | 0,73 CHF | 210 000 | 210 000 | 91 243 | 91 243 | 64 956 CHF | 65 898 CHF | 99,29% | 99,29% |
05/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 66 760 CHF | 67 696 CHF | 99,90% | 99,90% |
04/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 82 000 | 82 000 | 66 096 | 66 096 | 47 079 CHF | 47 740 CHF | 99,63% | 99,63% |
03/07/2024 | 1,56% | 0,73 CHF | 0,74 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 63 379 CHF | 64 317 CHF | 100,00% | 100,00% |