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 | 0,64% | 1,54 CHF | 1,55 CHF | 190 000 | 190 000 | 198 937 | 198 937 | 310 708 CHF | 312 697 CHF | 100,00% | 100,00% |
15/07/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 280 191 CHF | 282 091 CHF | 100,00% | 100,00% |
12/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 283 529 CHF | 285 429 CHF | 100,00% | 100,00% |
11/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 200 000 | 200 000 | 199 885 | 199 885 | 311 065 CHF | 313 065 CHF | 100,00% | 100,00% |
10/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 312 789 CHF | 314 789 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 197 452 | 197 452 | 304 841 CHF | 306 815 CHF | 100,00% | 100,00% |
08/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 285 931 CHF | 287 831 CHF | 100,00% | 100,00% |
05/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 281 807 CHF | 283 707 CHF | 99,82% | 99,82% |
04/07/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 281 342 CHF | 283 242 CHF | 99,50% | 99,50% |
03/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 282 047 CHF | 283 947 CHF | 99,36% | 99,36% |