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 | 0,93% | 1,12 CHF | 1,13 CHF | 240 000 | 240 000 | 130 609 | 130 609 | 147 066 CHF | 148 386 CHF | 98,51% | 98,51% |
15/07/2024 | 0,94% | 1,14 CHF | 1,15 CHF | 240 000 | 240 000 | 139 536 | 139 536 | 154 000 CHF | 155 402 CHF | 88,63% | 88,63% |
12/07/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 250 000 | 250 000 | 138 187 | 138 187 | 152 135 CHF | 153 523 CHF | 94,77% | 94,77% |
11/07/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 240 000 | 240 000 | 132 579 | 132 579 | 158 209 CHF | 159 540 CHF | 99,49% | 99,49% |
10/07/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 240 000 | 240 000 | 132 742 | 132 742 | 158 551 CHF | 159 884 CHF | 99,59% | 99,59% |
09/07/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 240 000 | 240 000 | 130 681 | 130 681 | 155 682 CHF | 156 996 CHF | 97,69% | 97,69% |
08/07/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 240 000 | 240 000 | 133 007 | 133 007 | 157 455 CHF | 158 791 CHF | 98,71% | 98,71% |
05/07/2024 | 0,90% | 1,20 CHF | 1,21 CHF | 240 000 | 240 000 | 131 814 | 131 814 | 150 732 CHF | 152 055 CHF | 93,63% | 93,63% |
04/07/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 120 000 | 120 000 | 109 808 | 109 808 | 122 293 CHF | 123 391 CHF | 96,70% | 96,70% |
03/07/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 240 000 | 240 000 | 135 363 | 135 363 | 148 181 CHF | 149 540 CHF | 100,00% | 100,00% |