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 | 1,48% | 0,67 CHF | 0,68 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 261 249 CHF | 265 148 CHF | 100,00% | 100,00% |
15/07/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 390 000 | 390 000 | 384 851 | 384 851 | 237 787 CHF | 241 635 CHF | 99,99% | 99,99% |
12/07/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 225 955 CHF | 229 750 CHF | 100,00% | 100,00% |
11/07/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 390 000 | 390 000 | 385 133 | 385 133 | 237 308 CHF | 241 162 CHF | 99,99% | 99,99% |
10/07/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 390 000 | 390 000 | 399 252 | 399 252 | 278 696 CHF | 282 689 CHF | 100,00% | 100,00% |
09/07/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 279 334 CHF | 283 318 CHF | 99,73% | 99,73% |
08/07/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 251 555 CHF | 255 448 CHF | 99,32% | 99,32% |
05/07/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 390 000 | 390 000 | 388 725 | 388 725 | 243 937 CHF | 247 824 CHF | 100,00% | 100,00% |
04/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 253 316 CHF | 257 201 CHF | 99,63% | 99,63% |
03/07/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 390 000 | 390 000 | 391 140 | 391 140 | 256 561 CHF | 260 472 CHF | 100,00% | 100,00% |