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 | 1,39% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 147 321 | 147 321 | 109 391 CHF | 110 878 CHF | 99,57% | 99,57% |
15/07/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 150 000 | 150 000 | 148 450 | 148 450 | 116 754 CHF | 118 240 CHF | 100,00% | 100,00% |
12/07/2024 | 1,30% | 0,81 CHF | 0,82 CHF | 150 000 | 150 000 | 148 491 | 148 491 | 116 173 CHF | 117 660 CHF | 100,00% | 100,00% |
11/07/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 148 500 | 148 500 | 110 535 CHF | 112 022 CHF | 99,99% | 99,99% |
10/07/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 160 000 | 160 000 | 158 390 | 158 390 | 112 997 CHF | 114 583 CHF | 100,00% | 100,00% |
09/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 160 000 | 160 000 | 158 015 | 158 015 | 111 987 CHF | 113 572 CHF | 100,00% | 100,00% |
08/07/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 160 000 | 160 000 | 158 116 | 158 116 | 115 595 CHF | 117 180 CHF | 100,00% | 100,00% |
05/07/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 160 000 | 160 000 | 158 190 | 158 190 | 114 828 CHF | 116 412 CHF | 100,00% | 100,00% |
04/07/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 160 000 | 160 000 | 158 390 | 158 390 | 114 763 CHF | 116 348 CHF | 100,00% | 100,00% |
03/07/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 170 000 | 170 000 | 168 290 | 168 290 | 115 681 CHF | 117 366 CHF | 100,00% | 100,00% |