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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 130 900 | 130 900 | 128 330 | 128 330 | 132 199 CHF | 133 488 CHF | 100,00% | 100,00% |
16/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 135 700 | 135 700 | 135 145 | 135 145 | 137 015 CHF | 138 367 CHF | 99,99% | 99,99% |
15/07/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 135 200 | 135 200 | 135 103 | 135 103 | 130 735 CHF | 132 086 CHF | 100,00% | 100,00% |
12/07/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 126 600 | 126 600 | 127 286 | 127 286 | 123 351 CHF | 124 624 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 123 900 | 123 900 | 123 390 | 123 390 | 123 712 CHF | 124 946 CHF | 100,00% | 100,00% |
10/07/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 126 000 | 126 000 | 126 930 | 126 930 | 133 560 CHF | 134 829 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 127 200 | 127 200 | 126 874 | 126 874 | 129 796 CHF | 131 065 CHF | 100,00% | 100,00% |
08/07/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 127 700 | 127 700 | 127 173 | 127 173 | 127 614 CHF | 128 885 CHF | 100,00% | 100,00% |
05/07/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 132 200 | 132 200 | 131 413 | 131 413 | 128 198 CHF | 129 512 CHF | 99,82% | 99,82% |
04/07/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 125 500 | 125 500 | 124 895 | 124 895 | 122 834 CHF | 124 083 CHF | 99,50% | 99,50% |