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 | 0,73% | 1,35 CHF | 1,36 CHF | 240 000 | 240 000 | 239 019 | 239 019 | 324 132 CHF | 326 522 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 235 000 | 235 000 | 234 827 | 234 827 | 312 551 CHF | 314 899 CHF | 100,00% | 100,00% |
12/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 235 000 | 235 000 | 236 273 | 236 273 | 314 648 CHF | 317 010 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 240 000 | 240 000 | 238 883 | 238 883 | 321 813 CHF | 324 203 CHF | 100,00% | 100,00% |
10/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 240 000 | 240 000 | 241 798 | 241 798 | 331 419 CHF | 333 837 CHF | 100,00% | 100,00% |
09/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 240 000 | 240 000 | 239 380 | 239 380 | 324 797 CHF | 327 191 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 240 000 | 240 000 | 239 010 | 239 010 | 321 654 CHF | 324 044 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 240 000 | 240 000 | 238 562 | 238 562 | 318 069 CHF | 320 455 CHF | 99,81% | 99,81% |
04/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 240 000 | 240 000 | 238 845 | 238 845 | 319 584 CHF | 321 973 CHF | 99,49% | 99,49% |
03/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 240 000 | 240 000 | 239 004 | 239 004 | 322 789 CHF | 325 179 CHF | 99,35% | 99,35% |