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 | 1,78% | 0,56 CHF | 0,57 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 79 787 CHF | 81 221 CHF | 100,00% | 100,00% |
15/07/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 77 957 CHF | 79 385 CHF | 100,00% | 100,00% |
12/07/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 76 354 CHF | 77 770 CHF | 100,00% | 100,00% |
11/07/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 140 000 | 140 000 | 139 864 | 139 864 | 72 615 CHF | 74 014 CHF | 99,63% | 99,63% |
10/07/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 67 455 CHF | 68 834 CHF | 100,00% | 100,00% |
09/07/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 140 000 | 140 000 | 136 594 | 136 594 | 65 393 CHF | 66 759 CHF | 99,55% | 99,55% |
08/07/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 61 579 CHF | 62 933 CHF | 100,00% | 100,00% |
05/07/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 63 450 CHF | 64 805 CHF | 99,81% | 99,81% |
04/07/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 67 473 CHF | 68 852 CHF | 100,00% | 100,00% |
03/07/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 70 294 CHF | 71 686 CHF | 100,00% | 100,00% |