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 | 0,74% | 1,39 CHF | 1,40 CHF | 130 000 | 130 000 | 74 355 | 74 355 | 104 134 CHF | 104 885 CHF | 96,40% | 96,40% |
15/07/2024 | 0,77% | 1,43 CHF | 1,44 CHF | 130 000 | 130 000 | 77 050 | 77 050 | 104 731 CHF | 105 505 CHF | 88,65% | 88,65% |
12/07/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 130 000 | 130 000 | 76 041 | 76 041 | 102 953 CHF | 103 716 CHF | 93,64% | 93,64% |
11/07/2024 | 0,66% | 1,40 CHF | 1,41 CHF | 130 000 | 130 000 | 69 745 | 69 745 | 106 683 CHF | 107 383 CHF | 96,39% | 96,39% |
10/07/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 70 387 | 70 387 | 107 591 CHF | 108 298 CHF | 98,34% | 98,34% |
09/07/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 130 000 | 130 000 | 69 406 | 69 406 | 105 807 CHF | 106 505 CHF | 96,72% | 96,72% |
08/07/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 130 000 | 130 000 | 70 495 | 70 495 | 106 465 CHF | 107 173 CHF | 96,66% | 96,66% |
05/07/2024 | 0,73% | 1,54 CHF | 1,55 CHF | 130 000 | 130 000 | 75 650 | 75 650 | 108 382 CHF | 109 142 CHF | 81,00% | 81,00% |
04/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 70 000 | 70 000 | 64 914 | 64 914 | 89 274 CHF | 89 923 CHF | 93,52% | 93,52% |
03/07/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 130 000 | 130 000 | 77 982 | 77 982 | 104 455 CHF | 105 238 CHF | 100,00% | 100,00% |