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 | 0,65% | 1,54 CHF | 1,55 CHF | 149 000 | 149 000 | 149 000 | 149 000 | 227 681 CHF | 229 171 CHF | 100,00% | 100,00% |
15/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 149 000 | 149 000 | 146 295 | 146 295 | 230 373 CHF | 231 836 CHF | 100,00% | 100,00% |
12/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 145 000 | 145 000 | 146 079 | 146 079 | 230 224 CHF | 231 685 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 145 000 | 145 000 | 144 870 | 144 870 | 234 463 CHF | 235 913 CHF | 100,00% | 100,00% |
10/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 231 508 CHF | 232 958 CHF | 100,00% | 100,00% |
09/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 233 656 CHF | 235 106 CHF | 100,00% | 100,00% |
08/07/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 145 000 | 145 000 | 144 921 | 144 921 | 239 917 CHF | 241 366 CHF | 100,00% | 100,00% |
05/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 145 000 | 145 000 | 142 392 | 142 392 | 238 276 CHF | 239 700 CHF | 99,99% | 99,99% |
04/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 233 911 CHF | 235 361 CHF | 100,00% | 100,00% |
03/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 238 546 CHF | 239 996 CHF | 100,00% | 100,00% |