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 | 1,14% | 1,38 CHF | 1,39 CHF | 230 000 | 230 000 | 105 156 | 105 156 | 143 799 CHF | 145 172 CHF | 99,86% | 99,86% |
15/07/2024 | 1,14% | 1,36 CHF | 1,37 CHF | 240 000 | 240 000 | 107 277 | 107 277 | 144 414 CHF | 145 807 CHF | 99,99% | 99,99% |
12/07/2024 | 1,17% | 1,37 CHF | 1,38 CHF | 240 000 | 240 000 | 107 376 | 107 376 | 142 651 CHF | 144 046 CHF | 100,00% | 100,00% |
11/07/2024 | 1,23% | 1,28 CHF | 1,29 CHF | 240 000 | 240 000 | 106 909 | 106 909 | 136 032 CHF | 137 426 CHF | 100,00% | 100,00% |
10/07/2024 | 1,26% | 1,23 CHF | 1,24 CHF | 240 000 | 240 000 | 107 362 | 107 362 | 132 342 CHF | 133 737 CHF | 100,00% | 100,00% |
09/07/2024 | 1,23% | 1,24 CHF | 1,25 CHF | 240 000 | 240 000 | 107 364 | 107 364 | 133 409 CHF | 134 804 CHF | 100,00% | 100,00% |
08/07/2024 | 1,20% | 1,27 CHF | 1,28 CHF | 240 000 | 240 000 | 107 383 | 107 383 | 137 720 CHF | 139 115 CHF | 99,99% | 99,99% |
05/07/2024 | 1,19% | 1,29 CHF | 1,30 CHF | 240 000 | 240 000 | 107 067 | 107 067 | 138 333 CHF | 139 725 CHF | 99,70% | 99,70% |
04/07/2024 | 1,16% | 1,31 CHF | 1,32 CHF | 96 000 | 96 000 | 76 586 | 76 586 | 100 622 CHF | 101 710 CHF | 98,80% | 98,80% |
03/07/2024 | 1,15% | 1,36 CHF | 1,37 CHF | 230 000 | 230 000 | 104 408 | 104 408 | 139 975 CHF | 141 327 CHF | 99,35% | 99,35% |