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 | 0,64% | 1,62 CHF | 1,63 CHF | 160 000 | 160 000 | 90 026 | 90 026 | 146 284 CHF | 147 193 CHF | 99,88% | 99,88% |
15/07/2024 | 0,65% | 1,66 CHF | 1,67 CHF | 160 000 | 160 000 | 93 080 | 93 080 | 148 628 CHF | 149 563 CHF | 100,00% | 100,00% |
12/07/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 170 000 | 170 000 | 94 342 | 94 342 | 150 758 CHF | 151 705 CHF | 99,99% | 99,99% |
11/07/2024 | 0,58% | 1,64 CHF | 1,65 CHF | 160 000 | 160 000 | 84 862 | 84 862 | 148 320 CHF | 149 172 CHF | 99,99% | 99,99% |
10/07/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 160 000 | 160 000 | 90 527 | 90 527 | 158 727 CHF | 159 636 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 160 000 | 160 000 | 90 360 | 90 360 | 158 169 CHF | 159 078 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 150 000 | 150 000 | 85 040 | 85 040 | 149 154 CHF | 150 009 CHF | 99,83% | 99,83% |
05/07/2024 | 0,61% | 1,79 CHF | 1,80 CHF | 160 000 | 160 000 | 90 528 | 90 528 | 154 100 CHF | 155 008 CHF | 100,00% | 100,00% |
04/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 80 000 | 80 000 | 74 683 | 74 683 | 123 414 CHF | 124 160 CHF | 100,00% | 100,00% |
03/07/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 160 000 | 160 000 | 92 758 | 92 758 | 150 639 CHF | 151 570 CHF | 100,00% | 100,00% |