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 | 1,49% | 0,67 CHF | 0,68 CHF | 164 000 | 164 000 | 163 795 | 163 795 | 109 403 CHF | 111 041 CHF | 100,00% | 100,00% |
15/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 162 000 | 162 000 | 161 989 | 161 989 | 102 735 CHF | 104 355 CHF | 100,00% | 100,00% |
12/07/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 162 000 | 162 000 | 161 065 | 161 065 | 99 184 CHF | 100 794 CHF | 100,00% | 100,00% |
11/07/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 164 000 | 164 000 | 163 186 | 163 186 | 106 525 CHF | 108 158 CHF | 100,00% | 100,00% |
10/07/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 162 000 | 162 000 | 162 208 | 162 208 | 103 189 CHF | 104 811 CHF | 100,00% | 100,00% |
09/07/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 162 000 | 162 000 | 162 233 | 162 233 | 101 263 CHF | 102 886 CHF | 100,00% | 100,00% |
08/07/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 158 000 | 158 000 | 158 033 | 158 033 | 85 810 CHF | 87 390 CHF | 100,00% | 100,00% |
05/07/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 158 000 | 158 000 | 156 442 | 156 442 | 82 015 CHF | 83 580 CHF | 99,81% | 99,81% |
04/07/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 156 000 | 156 000 | 157 206 | 157 206 | 82 933 CHF | 84 505 CHF | 99,49% | 99,49% |
03/07/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 158 000 | 158 000 | 158 451 | 158 451 | 89 021 CHF | 90 605 CHF | 99,35% | 99,35% |