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% | 0,60 CHF | 0,61 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 54 143 CHF | 55 029 CHF | 99,90% | 99,90% |
15/07/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 200 000 | 200 000 | 88 821 | 88 821 | 54 637 CHF | 55 527 CHF | 100,00% | 100,00% |
12/07/2024 | 1,72% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 51 634 CHF | 52 510 CHF | 100,00% | 100,00% |
11/07/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 200 000 | 200 000 | 88 671 | 88 671 | 57 964 CHF | 58 852 CHF | 100,00% | 100,00% |
10/07/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 205 000 | 205 000 | 91 699 | 91 699 | 62 663 CHF | 63 584 CHF | 99,90% | 99,90% |
09/07/2024 | 1,80% | 0,70 CHF | 0,71 CHF | 210 000 | 210 000 | 89 104 | 89 104 | 61 790 CHF | 62 722 CHF | 99,74% | 99,74% |
08/07/2024 | 1,57% | 0,70 CHF | 0,71 CHF | 210 000 | 210 000 | 91 249 | 91 249 | 62 826 CHF | 63 767 CHF | 99,28% | 99,28% |
05/07/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 64 549 CHF | 65 484 CHF | 99,90% | 99,90% |
04/07/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 82 000 | 82 000 | 66 108 | 66 108 | 45 455 CHF | 46 116 CHF | 99,54% | 99,54% |
03/07/2024 | 1,61% | 0,70 CHF | 0,71 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 61 343 CHF | 62 281 CHF | 100,00% | 100,00% |