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 | 0,72% | 1,47 CHF | 1,48 CHF | 170 000 | 170 000 | 76 892 | 76 892 | 109 550 CHF | 110 320 CHF | 99,91% | 99,91% |
15/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 174 000 | 174 000 | 77 279 | 77 279 | 109 454 CHF | 110 228 CHF | 99,97% | 99,97% |
12/07/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 172 000 | 172 000 | 77 369 | 77 369 | 109 722 CHF | 110 498 CHF | 100,00% | 100,00% |
11/07/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 172 000 | 172 000 | 76 697 | 76 697 | 108 782 CHF | 109 554 CHF | 100,00% | 100,00% |
10/07/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 172 000 | 172 000 | 76 983 | 76 983 | 109 322 CHF | 110 094 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 172 000 | 172 000 | 77 176 | 77 176 | 109 877 CHF | 110 650 CHF | 100,00% | 100,00% |
08/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 172 000 | 172 000 | 76 942 | 76 942 | 111 353 CHF | 112 124 CHF | 100,00% | 100,00% |
05/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 170 000 | 170 000 | 76 113 | 76 113 | 111 478 CHF | 112 240 CHF | 99,81% | 99,81% |
04/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 68 000 | 68 000 | 54 443 | 54 443 | 80 669 CHF | 81 214 CHF | 99,44% | 99,44% |
03/07/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 168 000 | 168 000 | 75 746 | 75 746 | 111 853 CHF | 112 612 CHF | 99,85% | 99,85% |