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 | 0,69% | 1,46 CHF | 1,47 CHF | 126 000 | 126 000 | 126 390 | 126 390 | 181 907 CHF | 183 171 CHF | 100,00% | 100,00% |
15/07/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 125 000 | 125 000 | 124 098 | 124 098 | 190 159 CHF | 191 400 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 125 000 | 125 000 | 124 275 | 124 275 | 188 667 CHF | 189 909 CHF | 100,00% | 100,00% |
11/07/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 125 000 | 125 000 | 123 899 | 123 899 | 190 242 CHF | 191 482 CHF | 99,98% | 99,98% |
10/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 125 000 | 125 000 | 125 353 | 125 353 | 185 644 CHF | 186 898 CHF | 100,00% | 100,00% |
09/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 126 000 | 126 000 | 125 813 | 125 813 | 184 931 CHF | 186 189 CHF | 100,00% | 100,00% |
08/07/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 126 000 | 126 000 | 126 255 | 126 255 | 182 673 CHF | 183 936 CHF | 99,69% | 99,69% |
05/07/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 127 000 | 127 000 | 126 926 | 126 926 | 180 803 CHF | 182 072 CHF | 100,00% | 100,00% |
04/07/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 126 000 | 126 000 | 126 065 | 126 065 | 184 019 CHF | 185 280 CHF | 100,00% | 100,00% |
03/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 127 000 | 127 000 | 126 936 | 126 936 | 181 405 CHF | 182 675 CHF | 100,00% | 100,00% |