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 | 0,83% | 1,20 CHF | 1,21 CHF | 124 000 | 124 000 | 122 641 | 122 641 | 147 226 CHF | 148 452 CHF | 99,99% | 99,99% |
15/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 122 000 | 122 000 | 121 499 | 121 499 | 148 671 CHF | 149 886 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 120 000 | 120 000 | 121 357 | 121 357 | 148 550 CHF | 149 763 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 122 000 | 122 000 | 122 962 | 122 962 | 147 604 CHF | 148 834 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 124 000 | 124 000 | 123 600 | 123 600 | 146 963 CHF | 148 199 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 124 000 | 124 000 | 124 101 | 124 101 | 145 530 CHF | 146 771 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 124 000 | 124 000 | 123 490 | 123 490 | 146 929 CHF | 148 163 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 124 000 | 124 000 | 121 972 | 121 972 | 147 338 CHF | 148 558 CHF | 99,81% | 99,81% |
04/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 124 000 | 124 000 | 123 245 | 123 245 | 147 418 CHF | 148 650 CHF | 99,49% | 99,49% |
03/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 124 000 | 124 000 | 123 492 | 123 492 | 146 833 CHF | 148 068 CHF | 99,35% | 99,35% |