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 | 0,87% | 1,16 CHF | 1,17 CHF | 285 000 | 285 000 | 282 720 | 282 720 | 325 350 CHF | 328 177 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 280 000 | 280 000 | 279 239 | 279 239 | 328 031 CHF | 330 823 CHF | 100,00% | 100,00% |
12/07/2024 | 0,87% | 1,22 CHF | 1,23 CHF | 280 000 | 280 000 | 283 001 | 283 001 | 322 313 CHF | 325 143 CHF | 99,99% | 99,99% |
11/07/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 290 000 | 290 000 | 288 475 | 288 475 | 310 562 CHF | 313 448 CHF | 99,99% | 99,99% |
10/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 290 000 | 290 000 | 292 818 | 292 818 | 301 420 CHF | 304 348 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 300 000 | 300 000 | 292 851 | 292 851 | 301 568 CHF | 304 497 CHF | 99,74% | 99,74% |
08/07/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 290 000 | 290 000 | 288 796 | 288 796 | 314 345 CHF | 317 233 CHF | 99,30% | 99,30% |
05/07/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 290 000 | 290 000 | 284 906 | 284 906 | 317 598 CHF | 320 447 CHF | 100,00% | 100,00% |
04/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 290 000 | 290 000 | 288 799 | 288 799 | 310 806 CHF | 313 694 CHF | 99,59% | 99,59% |
03/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 290 000 | 290 000 | 290 661 | 290 661 | 306 571 CHF | 309 478 CHF | 100,00% | 100,00% |