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 | 2,08% | 0,71 CHF | 0,72 CHF | 300 000 | 300 000 | 138 178 | 138 178 | 101 825 CHF | 103 635 CHF | 97,04% | 97,04% |
15/07/2024 | 2,12% | 0,74 CHF | 0,75 CHF | 310 000 | 310 000 | 138 919 | 138 919 | 101 442 CHF | 103 248 CHF | 100,00% | 100,00% |
12/07/2024 | 2,14% | 0,74 CHF | 0,75 CHF | 310 000 | 310 000 | 136 402 | 136 402 | 98 449 CHF | 100 217 CHF | 99,98% | 99,98% |
11/07/2024 | 2,16% | 0,69 CHF | 0,70 CHF | 300 000 | 300 000 | 134 225 | 134 225 | 95 043 CHF | 96 786 CHF | 99,85% | 99,85% |
10/07/2024 | 2,15% | 0,72 CHF | 0,73 CHF | 300 000 | 300 000 | 134 288 | 134 288 | 95 900 CHF | 97 644 CHF | 100,00% | 100,00% |
09/07/2024 | 2,52% | 0,70 CHF | 0,71 CHF | 300 000 | 300 000 | 134 374 | 134 374 | 93 579 CHF | 95 588 CHF | 99,73% | 99,73% |
08/07/2024 | 2,58% | 0,65 CHF | 0,66 CHF | 290 000 | 290 000 | 132 321 | 132 321 | 89 282 CHF | 91 297 CHF | 99,73% | 99,73% |
05/07/2024 | 2,17% | 0,70 CHF | 0,71 CHF | 300 000 | 300 000 | 133 867 | 133 867 | 95 054 CHF | 96 795 CHF | 99,70% | 99,70% |
04/07/2024 | 2,15% | 0,71 CHF | 0,72 CHF | 120 000 | 120 000 | 96 102 | 96 102 | 67 685 CHF | 69 045 CHF | 99,91% | 99,91% |
03/07/2024 | 2,53% | 0,71 CHF | 0,72 CHF | 300 000 | 300 000 | 134 134 | 134 134 | 94 909 CHF | 96 941 CHF | 99,96% | 99,96% |