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 | 1,60% | 0,95 CHF | 0,96 CHF | 90 000 | 90 000 | 44 501 | 44 501 | 43 152 CHF | 43 760 CHF | 99,90% | 99,90% |
15/07/2024 | 1,58% | 0,99 CHF | 1,00 CHF | 90 000 | 90 000 | 44 734 | 44 734 | 43 915 CHF | 44 524 CHF | 100,00% | 100,00% |
12/07/2024 | 1,55% | 0,98 CHF | 0,99 CHF | 90 000 | 90 000 | 44 755 | 44 755 | 44 231 CHF | 44 840 CHF | 99,93% | 99,93% |
11/07/2024 | 1,43% | 1,05 CHF | 1,06 CHF | 80 000 | 80 000 | 35 097 | 35 097 | 37 789 CHF | 38 248 CHF | 99,99% | 99,99% |
10/07/2024 | 1,45% | 1,07 CHF | 1,08 CHF | 80 000 | 80 000 | 34 884 | 34 884 | 37 542 CHF | 37 998 CHF | 100,00% | 100,00% |
09/07/2024 | 1,49% | 1,04 CHF | 1,05 CHF | 80 000 | 80 000 | 37 410 | 37 410 | 39 090 CHF | 39 574 CHF | 100,00% | 100,00% |
08/07/2024 | 1,55% | 0,99 CHF | 1,00 CHF | 90 000 | 90 000 | 44 686 | 44 686 | 44 667 CHF | 45 276 CHF | 100,00% | 100,00% |
05/07/2024 | 1,73% | 0,96 CHF | 0,97 CHF | 90 000 | 90 000 | 43 085 | 43 085 | 39 860 CHF | 40 456 CHF | 99,90% | 99,90% |
04/07/2024 | 1,62% | 0,94 CHF | 0,95 CHF | 40 000 | 40 000 | 34 565 | 34 565 | 32 477 CHF | 32 982 CHF | 100,00% | 100,00% |
03/07/2024 | 1,56% | 0,94 CHF | 0,95 CHF | 90 000 | 90 000 | 43 199 | 43 199 | 42 484 CHF | 43 077 CHF | 100,00% | 100,00% |