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 | 1,08% | 0,91 CHF | 0,92 CHF | 225 000 | 225 000 | 101 791 | 101 791 | 94 672 CHF | 95 692 CHF | 99,88% | 99,88% |
15/07/2024 | 1,07% | 0,98 CHF | 0,99 CHF | 235 000 | 235 000 | 102 732 | 102 732 | 99 179 CHF | 100 208 CHF | 100,00% | 100,00% |
12/07/2024 | 1,19% | 0,93 CHF | 0,94 CHF | 225 000 | 225 000 | 98 467 | 98 467 | 88 482 CHF | 89 488 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 230 000 | 230 000 | 103 670 | 103 670 | 102 055 CHF | 103 094 CHF | 100,00% | 100,00% |
10/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 240 000 | 240 000 | 107 294 | 107 294 | 112 918 CHF | 113 993 CHF | 99,89% | 99,89% |
09/07/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 240 000 | 240 000 | 107 169 | 107 169 | 111 737 CHF | 112 811 CHF | 99,73% | 99,73% |
08/07/2024 | 1,01% | 1,04 CHF | 1,05 CHF | 240 000 | 240 000 | 105 602 | 105 602 | 106 916 CHF | 107 974 CHF | 99,32% | 99,32% |
05/07/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 240 000 | 240 000 | 106 449 | 106 449 | 110 734 CHF | 111 801 CHF | 99,99% | 99,99% |
04/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 96 000 | 96 000 | 76 920 | 76 920 | 80 741 CHF | 81 511 CHF | 99,65% | 99,65% |
03/07/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 240 000 | 240 000 | 105 164 | 105 164 | 107 795 CHF | 108 848 CHF | 100,00% | 100,00% |