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 | 1,73% | 0,57 CHF | 0,58 CHF | 390 000 | 390 000 | 389 952 | 389 952 | 223 255 CHF | 227 155 CHF | 99,99% | 99,99% |
15/07/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 390 000 | 390 000 | 384 851 | 384 851 | 200 388 CHF | 204 236 CHF | 100,00% | 100,00% |
12/07/2024 | 1,99% | 0,48 CHF | 0,49 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 189 205 CHF | 193 000 CHF | 100,00% | 100,00% |
11/07/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 390 000 | 390 000 | 385 133 | 385 133 | 199 941 CHF | 203 795 CHF | 100,00% | 100,00% |
10/07/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 390 000 | 390 000 | 399 251 | 399 251 | 240 152 CHF | 244 145 CHF | 100,00% | 100,00% |
09/07/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 240 679 CHF | 244 662 CHF | 99,73% | 99,73% |
08/07/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 213 976 CHF | 217 869 CHF | 99,31% | 99,31% |
05/07/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 390 000 | 390 000 | 388 725 | 388 725 | 206 139 CHF | 210 027 CHF | 100,00% | 100,00% |
04/07/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 215 301 CHF | 219 186 CHF | 99,65% | 99,65% |
03/07/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 390 000 | 390 000 | 391 140 | 391 140 | 218 618 CHF | 222 529 CHF | 100,00% | 100,00% |