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 | 0,99% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 149 305 | 149 305 | 152 114 CHF | 153 614 CHF | 100,00% | 100,00% |
16/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 153 404 CHF | 154 906 CHF | 100,00% | 100,00% |
15/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 563 CHF | 158 063 CHF | 99,99% | 99,99% |
12/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 157 804 CHF | 159 304 CHF | 100,00% | 100,00% |
11/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 150 000 | 150 000 | 149 915 | 149 915 | 156 605 CHF | 158 105 CHF | 99,99% | 99,99% |
10/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 787 CHF | 158 287 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 324 CHF | 157 824 CHF | 100,00% | 100,00% |
08/07/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 157 597 CHF | 159 097 CHF | 100,00% | 100,00% |
05/07/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 164 351 CHF | 165 851 CHF | 99,82% | 99,82% |
04/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 165 593 CHF | 167 093 CHF | 99,50% | 99,50% |