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 | 0,84% | 1,87 CHF | 1,88 CHF | 200 000 | 200 000 | 95 058 | 95 058 | 176 620 CHF | 177 928 CHF | 99,90% | 99,90% |
15/07/2024 | 0,84% | 1,81 CHF | 1,82 CHF | 190 000 | 190 000 | 93 567 | 93 567 | 171 067 CHF | 172 357 CHF | 99,06% | 99,06% |
12/07/2024 | 0,80% | 1,83 CHF | 1,84 CHF | 190 000 | 190 000 | 96 422 | 96 422 | 183 312 CHF | 184 650 CHF | 100,00% | 100,00% |
11/07/2024 | 0,85% | 1,89 CHF | 1,90 CHF | 200 000 | 200 000 | 94 026 | 94 026 | 173 567 CHF | 174 868 CHF | 99,99% | 99,99% |
10/07/2024 | 0,84% | 1,84 CHF | 1,85 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 172 056 CHF | 173 345 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 1,90 CHF | 1,91 CHF | 200 000 | 200 000 | 95 330 | 95 330 | 175 211 CHF | 176 519 CHF | 98,82% | 98,82% |
08/07/2024 | 0,80% | 1,94 CHF | 1,95 CHF | 200 000 | 200 000 | 97 423 | 97 423 | 191 299 CHF | 192 655 CHF | 100,00% | 100,00% |
05/07/2024 | 0,72% | 2,07 CHF | 2,08 CHF | 210 000 | 210 000 | 103 014 | 103 014 | 219 319 CHF | 220 742 CHF | 98,96% | 98,96% |
04/07/2024 | 0,71% | 2,14 CHF | 2,15 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 158 752 CHF | 159 887 CHF | 99,44% | 99,44% |
03/07/2024 | 0,72% | 2,16 CHF | 2,17 CHF | 210 000 | 210 000 | 103 144 | 103 144 | 223 185 CHF | 224 613 CHF | 99,64% | 99,64% |