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 | 0,61% | 1,64 CHF | 1,65 CHF | 84 000 | 84 000 | 83 693 | 83 693 | 137 609 CHF | 138 446 CHF | 100,00% | 100,00% |
15/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 80 000 | 80 000 | 83 998 | 83 998 | 138 238 CHF | 139 078 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 84 000 | 84 000 | 83 113 | 83 113 | 137 253 CHF | 138 085 CHF | 100,00% | 100,00% |
11/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 84 000 | 84 000 | 83 150 | 83 150 | 136 730 CHF | 137 562 CHF | 100,00% | 100,00% |
10/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 84 000 | 84 000 | 83 152 | 83 152 | 136 928 CHF | 137 759 CHF | 100,00% | 100,00% |
09/07/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 134 163 CHF | 135 003 CHF | 100,00% | 100,00% |
08/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 135 786 CHF | 136 626 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 133 246 CHF | 134 086 CHF | 100,00% | 100,00% |
04/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 131 376 CHF | 132 216 CHF | 100,00% | 100,00% |
03/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 88 000 | 88 000 | 87 053 | 87 053 | 134 219 CHF | 135 090 CHF | 100,00% | 100,00% |