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 | 0,84% | 1,18 CHF | 1,19 CHF | 225 000 | 225 000 | 101 793 | 101 793 | 122 100 CHF | 123 120 CHF | 99,88% | 99,88% |
15/07/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 235 000 | 235 000 | 102 730 | 102 730 | 126 787 CHF | 127 816 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,20 CHF | 1,21 CHF | 225 000 | 225 000 | 98 464 | 98 464 | 114 994 CHF | 116 000 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 230 000 | 230 000 | 103 668 | 103 668 | 129 964 CHF | 131 003 CHF | 100,00% | 100,00% |
10/07/2024 | 0,77% | 1,33 CHF | 1,34 CHF | 240 000 | 240 000 | 107 293 | 107 293 | 141 892 CHF | 142 966 CHF | 99,89% | 99,89% |
09/07/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 240 000 | 240 000 | 107 169 | 107 169 | 140 661 CHF | 141 734 CHF | 99,73% | 99,73% |
08/07/2024 | 0,80% | 1,31 CHF | 1,32 CHF | 240 000 | 240 000 | 105 602 | 105 602 | 135 381 CHF | 136 439 CHF | 99,32% | 99,32% |
05/07/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 240 000 | 240 000 | 106 447 | 106 447 | 139 484 CHF | 140 550 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 96 000 | 96 000 | 76 918 | 76 918 | 101 534 CHF | 102 303 CHF | 99,66% | 99,66% |
03/07/2024 | 0,79% | 1,33 CHF | 1,34 CHF | 240 000 | 240 000 | 105 164 | 105 164 | 136 263 CHF | 137 316 CHF | 100,00% | 100,00% |