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 | 0,68% | 1,49 CHF | 1,50 CHF | 126 000 | 126 000 | 126 390 | 126 390 | 186 169 CHF | 187 433 CHF | 100,00% | 100,00% |
15/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 125 000 | 125 000 | 124 098 | 124 098 | 194 405 CHF | 195 646 CHF | 100,00% | 100,00% |
12/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 125 000 | 125 000 | 124 275 | 124 275 | 192 886 CHF | 194 129 CHF | 100,00% | 100,00% |
11/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 125 000 | 125 000 | 123 901 | 123 901 | 194 416 CHF | 195 656 CHF | 99,99% | 99,99% |
10/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 125 000 | 125 000 | 125 353 | 125 353 | 189 791 CHF | 191 045 CHF | 100,00% | 100,00% |
09/07/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 126 000 | 126 000 | 125 828 | 125 828 | 189 231 CHF | 190 489 CHF | 100,00% | 100,00% |
08/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 126 000 | 126 000 | 126 254 | 126 254 | 186 885 CHF | 188 148 CHF | 99,99% | 99,99% |
05/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 127 000 | 127 000 | 126 926 | 126 926 | 185 008 CHF | 186 277 CHF | 99,99% | 99,99% |
04/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 126 000 | 126 000 | 126 065 | 126 065 | 188 229 CHF | 189 490 CHF | 100,00% | 100,00% |
03/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 127 000 | 127 000 | 126 936 | 126 936 | 185 616 CHF | 186 885 CHF | 100,00% | 100,00% |