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% | 1,69 CHF | 1,70 CHF | 200 000 | 200 000 | 95 063 | 95 063 | 159 593 CHF | 160 902 CHF | 99,90% | 99,90% |
15/07/2024 | 0,94% | 1,63 CHF | 1,64 CHF | 190 000 | 190 000 | 93 567 | 93 567 | 154 318 CHF | 155 608 CHF | 99,06% | 99,06% |
12/07/2024 | 0,88% | 1,65 CHF | 1,66 CHF | 190 000 | 190 000 | 96 422 | 96 422 | 166 050 CHF | 167 389 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 1,71 CHF | 1,72 CHF | 200 000 | 200 000 | 94 035 | 94 035 | 156 745 CHF | 158 046 CHF | 100,00% | 100,00% |
10/07/2024 | 0,93% | 1,66 CHF | 1,67 CHF | 190 000 | 190 000 | 93 153 | 93 153 | 155 308 CHF | 156 598 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 95 330 | 95 330 | 158 104 CHF | 159 411 CHF | 98,82% | 98,82% |
08/07/2024 | 0,87% | 1,76 CHF | 1,77 CHF | 200 000 | 200 000 | 97 423 | 97 423 | 173 859 CHF | 175 214 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 1,89 CHF | 1,90 CHF | 210 000 | 210 000 | 103 007 | 103 007 | 200 774 CHF | 202 197 CHF | 98,95% | 98,95% |
04/07/2024 | 0,78% | 1,96 CHF | 1,97 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 145 423 CHF | 146 558 CHF | 99,44% | 99,44% |
03/07/2024 | 0,78% | 1,98 CHF | 1,99 CHF | 210 000 | 210 000 | 103 144 | 103 144 | 204 578 CHF | 206 006 CHF | 99,64% | 99,64% |