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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 150 000 | 150 000 | 149 360 | 149 360 | 182 915 CHF | 184 415 CHF | 100,00% | 100,00% |
16/07/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 184 382 CHF | 185 883 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 187 612 CHF | 189 112 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 188 603 CHF | 190 103 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 150 000 | 150 000 | 149 915 | 149 915 | 187 590 CHF | 189 090 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 187 272 CHF | 188 772 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 187 263 CHF | 188 763 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 188 367 CHF | 189 867 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 194 933 CHF | 196 433 CHF | 99,81% | 99,81% |
04/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 196 332 CHF | 197 832 CHF | 99,49% | 99,49% |