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 | 1,16% | 0,87 CHF | 0,88 CHF | 310 000 | 310 000 | 138 902 | 138 902 | 121 084 CHF | 122 476 CHF | 99,89% | 99,89% |
15/07/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 310 000 | 310 000 | 137 941 | 137 941 | 117 206 CHF | 118 588 CHF | 100,00% | 100,00% |
12/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 300 000 | 300 000 | 136 227 | 136 227 | 113 959 CHF | 115 324 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 305 000 | 305 000 | 137 207 | 137 207 | 116 673 CHF | 118 048 CHF | 99,81% | 99,81% |
10/07/2024 | 1,18% | 0,87 CHF | 0,88 CHF | 310 000 | 310 000 | 137 717 | 137 717 | 118 976 CHF | 120 355 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 300 000 | 300 000 | 136 266 | 136 266 | 114 625 CHF | 115 990 CHF | 99,77% | 99,77% |
08/07/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 305 000 | 305 000 | 133 326 | 133 326 | 108 549 CHF | 109 885 CHF | 100,00% | 100,00% |
05/07/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 295 000 | 295 000 | 131 721 | 131 721 | 106 345 CHF | 107 664 CHF | 99,70% | 99,70% |
04/07/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 118 000 | 118 000 | 94 272 | 94 272 | 76 351 CHF | 77 293 CHF | 99,81% | 99,81% |
03/07/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 295 000 | 295 000 | 131 103 | 131 103 | 105 578 CHF | 106 892 CHF | 100,00% | 100,00% |