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 | 1,06% | 2,64 CHF | 2,65 CHF | 130 000 | 130 000 | 53 034 | 53 034 | 142 176 CHF | 143 281 CHF | 99,90% | 99,90% |
15/07/2024 | 1,02% | 2,80 CHF | 2,81 CHF | 130 000 | 130 000 | 53 501 | 53 501 | 149 452 CHF | 150 561 CHF | 98,92% | 98,92% |
12/07/2024 | 1,10% | 2,76 CHF | 2,77 CHF | 130 000 | 130 000 | 53 156 | 53 156 | 142 287 CHF | 143 393 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 2,75 CHF | 2,76 CHF | 130 000 | 130 000 | 52 251 | 52 251 | 148 796 CHF | 149 893 CHF | 99,99% | 99,99% |
10/07/2024 | 1,01% | 2,88 CHF | 2,89 CHF | 130 000 | 130 000 | 53 377 | 53 377 | 152 506 CHF | 153 617 CHF | 99,56% | 99,56% |
09/07/2024 | 0,99% | 2,82 CHF | 2,83 CHF | 130 000 | 130 000 | 53 169 | 53 169 | 153 841 CHF | 154 949 CHF | 100,00% | 100,00% |
08/07/2024 | 1,03% | 2,85 CHF | 2,86 CHF | 130 000 | 130 000 | 52 823 | 52 823 | 148 478 CHF | 149 579 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 2,73 CHF | 2,74 CHF | 130 000 | 130 000 | 54 378 | 54 378 | 141 554 CHF | 142 662 CHF | 95,76% | 95,76% |
04/07/2024 | 1,19% | 2,47 CHF | 2,49 CHF | 40 000 | 40 000 | 34 697 | 34 697 | 86 322 CHF | 87 309 CHF | 97,93% | 97,93% |
03/07/2024 | 0,97% | 2,50 CHF | 2,51 CHF | 140 000 | 140 000 | 57 936 | 57 936 | 139 340 CHF | 140 362 CHF | 98,22% | 98,22% |