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 | 1,21% | 0,84 CHF | 0,85 CHF | 150 000 | 150 000 | 149 790 | 149 790 | 123 030 CHF | 124 528 CHF | 100,00% | 100,00% |
15/07/2024 | 1,12% | 0,83 CHF | 0,84 CHF | 150 000 | 150 000 | 140 472 | 140 472 | 124 637 CHF | 126 042 CHF | 100,00% | 100,00% |
12/07/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 128 796 CHF | 130 196 CHF | 100,00% | 100,00% |
11/07/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 140 000 | 140 000 | 139 894 | 139 894 | 124 057 CHF | 125 457 CHF | 100,00% | 100,00% |
10/07/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 117 888 CHF | 119 388 CHF | 99,99% | 99,99% |
09/07/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 150 000 | 150 000 | 149 812 | 149 812 | 117 596 CHF | 119 096 CHF | 99,74% | 99,74% |
08/07/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 116 608 CHF | 118 108 CHF | 99,31% | 99,31% |
05/07/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 114 794 CHF | 116 294 CHF | 100,00% | 100,00% |
04/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 110 969 CHF | 112 469 CHF | 99,63% | 99,63% |
03/07/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 100 789 CHF | 102 289 CHF | 100,00% | 100,00% |