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 | 1,64% | 0,61 CHF | 0,62 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 86 769 CHF | 88 203 CHF | 100,00% | 100,00% |
15/07/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 84 920 CHF | 86 349 CHF | 100,00% | 100,00% |
12/07/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 83 196 CHF | 84 612 CHF | 100,00% | 100,00% |
11/07/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 140 000 | 140 000 | 139 862 | 139 862 | 79 452 CHF | 80 852 CHF | 99,63% | 99,63% |
10/07/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 140 000 | 140 000 | 137 949 | 137 949 | 74 156 CHF | 75 535 CHF | 100,00% | 100,00% |
09/07/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 140 000 | 140 000 | 136 593 | 136 593 | 71 951 CHF | 73 317 CHF | 99,73% | 99,73% |
08/07/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 68 199 CHF | 69 554 CHF | 100,00% | 100,00% |
05/07/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 69 906 CHF | 71 260 CHF | 99,81% | 99,81% |
04/07/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 136 000 | 136 000 | 137 905 | 137 905 | 74 261 CHF | 75 640 CHF | 100,00% | 100,00% |
03/07/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 77 021 CHF | 78 413 CHF | 100,00% | 100,00% |