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 | 0,77% | 1,29 CHF | 1,30 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 277 483 CHF | 279 624 CHF | 100,00% | 100,00% |
15/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 279 045 CHF | 281 186 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 282 227 CHF | 284 369 CHF | 100,00% | 100,00% |
11/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 215 000 | 215 000 | 213 994 | 213 994 | 277 587 CHF | 279 728 CHF | 99,99% | 99,99% |
10/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 215 000 | 215 000 | 214 125 | 214 125 | 277 425 CHF | 279 566 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 220 000 | 220 000 | 216 033 | 216 033 | 275 333 CHF | 277 493 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 283 255 CHF | 285 396 CHF | 100,00% | 100,00% |
05/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 280 593 CHF | 282 734 CHF | 100,00% | 100,00% |
04/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 277 777 CHF | 279 918 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 215 000 | 215 000 | 216 963 | 216 963 | 275 212 CHF | 277 382 CHF | 100,00% | 100,00% |