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 | 1,51% | 0,66 CHF | 0,67 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 94 134 CHF | 95 568 CHF | 100,00% | 100,00% |
15/07/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 140 000 | 140 000 | 142 886 | 142 886 | 92 246 CHF | 93 675 CHF | 100,00% | 100,00% |
12/07/2024 | 1,55% | 0,61 CHF | 0,62 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 90 501 CHF | 91 917 CHF | 100,00% | 100,00% |
11/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 140 000 | 140 000 | 139 868 | 139 868 | 86 578 CHF | 87 978 CHF | 99,64% | 99,64% |
10/07/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 140 000 | 140 000 | 137 949 | 137 949 | 81 205 CHF | 82 585 CHF | 100,00% | 100,00% |
09/07/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 78 992 CHF | 80 358 CHF | 99,74% | 99,74% |
08/07/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 75 088 CHF | 76 443 CHF | 100,00% | 100,00% |
05/07/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 76 900 CHF | 78 254 CHF | 99,81% | 99,81% |
04/07/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 81 237 CHF | 82 617 CHF | 100,00% | 100,00% |
03/07/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 84 156 CHF | 85 548 CHF | 100,00% | 100,00% |