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 | 1,00% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 95 060 | 95 060 | 147 940 CHF | 149 248 CHF | 99,90% | 99,90% |
15/07/2024 | 1,01% | 1,51 CHF | 1,52 CHF | 190 000 | 190 000 | 93 569 | 93 569 | 142 897 CHF | 144 188 CHF | 99,06% | 99,06% |
12/07/2024 | 0,95% | 1,53 CHF | 1,54 CHF | 190 000 | 190 000 | 96 422 | 96 422 | 154 255 CHF | 155 593 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 1,58 CHF | 1,59 CHF | 200 000 | 200 000 | 94 049 | 94 049 | 145 132 CHF | 146 433 CHF | 100,00% | 100,00% |
10/07/2024 | 1,01% | 1,54 CHF | 1,55 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 143 782 CHF | 145 071 CHF | 100,00% | 100,00% |
09/07/2024 | 1,02% | 1,59 CHF | 1,60 CHF | 200 000 | 200 000 | 95 330 | 95 330 | 146 338 CHF | 147 646 CHF | 98,82% | 98,82% |
08/07/2024 | 0,94% | 1,64 CHF | 1,65 CHF | 200 000 | 200 000 | 97 425 | 97 425 | 161 921 CHF | 163 276 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,76 CHF | 1,77 CHF | 210 000 | 210 000 | 103 019 | 103 019 | 188 096 CHF | 189 519 CHF | 98,97% | 98,97% |
04/07/2024 | 0,83% | 1,84 CHF | 1,85 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 136 264 CHF | 137 399 CHF | 99,44% | 99,44% |
03/07/2024 | 0,83% | 1,85 CHF | 1,86 CHF | 210 000 | 210 000 | 103 147 | 103 147 | 191 882 CHF | 193 310 CHF | 99,64% | 99,64% |