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 | 0,66% | 1,50 CHF | 1,51 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 196 658 CHF | 197 958 CHF | 99,99% | 99,99% |
15/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 193 671 CHF | 194 971 CHF | 100,00% | 100,00% |
12/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 193 674 CHF | 194 974 CHF | 100,00% | 100,00% |
11/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 130 000 | 130 000 | 129 886 | 129 886 | 195 760 CHF | 197 060 CHF | 100,00% | 100,00% |
10/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 131 475 | 131 475 | 201 136 CHF | 202 451 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 140 000 | 140 000 | 134 760 | 134 760 | 207 279 CHF | 208 627 CHF | 99,99% | 99,99% |
08/07/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 190 173 CHF | 191 473 CHF | 99,99% | 99,99% |
05/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 192 685 CHF | 193 985 CHF | 100,00% | 100,00% |
04/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 192 143 CHF | 193 443 CHF | 100,00% | 100,00% |
03/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 130 000 | 130 000 | 130 129 | 130 129 | 198 278 CHF | 199 579 CHF | 100,00% | 100,00% |