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 | 1,15% | 0,86 CHF | 0,87 CHF | 600 000 | 600 000 | 598 681 | 598 681 | 518 052 CHF | 524 039 CHF | 100,00% | 100,00% |
15/07/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 577 940 CHF | 584 940 CHF | 100,00% | 100,00% |
12/07/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 490 995 CHF | 496 995 CHF | 100,00% | 100,00% |
11/07/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 600 000 | 600 000 | 596 699 | 596 699 | 506 998 CHF | 512 965 CHF | 100,00% | 100,00% |
10/07/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 525 387 CHF | 531 387 CHF | 100,00% | 100,00% |
09/07/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 523 672 CHF | 529 672 CHF | 100,00% | 100,00% |
08/07/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 600 000 | 600 000 | 599 728 | 599 728 | 488 975 CHF | 494 972 CHF | 100,00% | 100,00% |
05/07/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 600 000 | 600 000 | 598 575 | 598 575 | 482 343 CHF | 488 329 CHF | 100,00% | 100,00% |
04/07/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 490 293 CHF | 496 293 CHF | 100,00% | 100,00% |
03/07/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 600 000 | 600 000 | 598 539 | 598 539 | 503 417 CHF | 509 402 CHF | 100,00% | 100,00% |