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 | 1,32% | 0,76 CHF | 0,77 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 108 131 CHF | 109 565 CHF | 100,00% | 100,00% |
15/07/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 106 144 CHF | 107 573 CHF | 100,00% | 100,00% |
12/07/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 104 159 CHF | 105 575 CHF | 100,00% | 100,00% |
11/07/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 140 000 | 140 000 | 139 871 | 139 871 | 100 286 CHF | 101 686 CHF | 99,74% | 99,74% |
10/07/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 94 620 CHF | 96 000 CHF | 100,00% | 100,00% |
09/07/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 92 097 CHF | 93 463 CHF | 99,69% | 99,69% |
08/07/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 88 318 CHF | 89 673 CHF | 100,00% | 100,00% |
05/07/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 89 945 CHF | 91 299 CHF | 99,81% | 99,81% |
04/07/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 94 790 CHF | 96 169 CHF | 100,00% | 100,00% |
03/07/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 97 770 CHF | 99 162 CHF | 100,00% | 100,00% |