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 | 1,03% | 0,96 CHF | 0,97 CHF | 390 000 | 390 000 | 389 957 | 389 957 | 375 876 CHF | 379 776 CHF | 100,00% | 100,00% |
15/07/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 351 064 CHF | 354 912 CHF | 100,00% | 100,00% |
12/07/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 337 509 CHF | 341 305 CHF | 100,00% | 100,00% |
11/07/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 390 000 | 390 000 | 385 141 | 385 141 | 350 331 CHF | 354 185 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 390 000 | 390 000 | 399 252 | 399 252 | 395 702 CHF | 399 694 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 395 824 CHF | 399 808 CHF | 99,74% | 99,74% |
08/07/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 365 474 CHF | 369 368 CHF | 99,32% | 99,32% |
05/07/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 357 739 CHF | 361 627 CHF | 100,00% | 100,00% |
04/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 366 789 CHF | 370 674 CHF | 99,66% | 99,66% |
03/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 371 114 CHF | 375 026 CHF | 100,00% | 100,00% |