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 | 0,92% | 7,18 CHF | 7,21 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 965 160 CHF | 969 216 CHF | 100,00% | 100,00% |
15/07/2024 | 0,96% | 8,04 CHF | 8,07 CHF | 150 000 | 150 000 | 123 014 | 123 014 | 938 700 CHF | 942 755 CHF | 99,99% | 99,99% |
12/07/2024 | 0,91% | 8,02 CHF | 8,05 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 008 220 CHF | 1 012 280 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 7,81 CHF | 7,84 CHF | 150 000 | 150 000 | 122 999 | 122 999 | 950 592 CHF | 954 646 CHF | 100,00% | 100,00% |
10/07/2024 | 0,97% | 7,64 CHF | 7,67 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 934 448 CHF | 938 504 CHF | 100,00% | 100,00% |
09/07/2024 | 1,07% | 7,24 CHF | 7,27 CHF | 150 000 | 150 000 | 122 862 | 122 862 | 854 084 CHF | 858 140 CHF | 100,00% | 100,00% |
08/07/2024 | 1,06% | 6,77 CHF | 6,80 CHF | 150 000 | 150 000 | 123 023 | 123 023 | 880 824 CHF | 884 879 CHF | 100,00% | 100,00% |
05/07/2024 | 1,31% | 6,90 CHF | 6,93 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 833 674 CHF | 837 489 CHF | 100,00% | 100,00% |
04/07/2024 | 2,81% | 6,93 CHF | 7,08 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 85 322 CHF | 87 205 CHF | 100,00% | 100,00% |
03/07/2024 | 1,10% | 7,25 CHF | 7,28 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 897 360 CHF | 901 431 CHF | 100,00% | 100,00% |