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% | 1,48 CHF | 1,49 CHF | 114 000 | 114 000 | 115 022 | 115 022 | 172 729 CHF | 173 880 CHF | 100,00% | 100,00% |
15/07/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 115 000 | 115 000 | 113 612 | 113 612 | 166 811 CHF | 167 947 CHF | 100,00% | 100,00% |
12/07/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 113 000 | 113 000 | 113 715 | 113 715 | 167 079 CHF | 168 216 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 114 000 | 114 000 | 114 317 | 114 317 | 170 197 CHF | 171 341 CHF | 100,00% | 100,00% |
10/07/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 116 000 | 116 000 | 116 416 | 116 416 | 178 323 CHF | 179 487 CHF | 100,00% | 100,00% |
09/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 117 000 | 117 000 | 115 499 | 115 499 | 174 882 CHF | 176 039 CHF | 99,99% | 99,99% |
08/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 116 000 | 116 000 | 115 670 | 115 670 | 175 251 CHF | 176 407 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 116 000 | 116 000 | 115 006 | 115 006 | 172 594 CHF | 173 744 CHF | 100,00% | 100,00% |
04/07/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 115 000 | 115 000 | 115 692 | 115 692 | 175 777 CHF | 176 934 CHF | 100,00% | 100,00% |
03/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 117 000 | 117 000 | 116 414 | 116 414 | 178 726 CHF | 179 890 CHF | 100,00% | 100,00% |