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 | 1,44% | 1,36 CHF | 1,38 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 134 076 CHF | 136 023 CHF | 100,00% | 100,00% |
15/07/2024 | 1,51% | 1,35 CHF | 1,37 CHF | 97 000 | 97 000 | 96 256 | 96 256 | 126 955 CHF | 128 880 CHF | 100,00% | 100,00% |
12/07/2024 | 1,51% | 1,33 CHF | 1,35 CHF | 96 000 | 96 000 | 96 228 | 96 228 | 126 254 CHF | 128 178 CHF | 100,00% | 100,00% |
11/07/2024 | 1,48% | 1,29 CHF | 1,31 CHF | 96 000 | 96 000 | 96 679 | 96 679 | 129 798 CHF | 131 733 CHF | 99,99% | 99,99% |
10/07/2024 | 1,38% | 1,41 CHF | 1,43 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 142 053 CHF | 144 026 CHF | 100,00% | 100,00% |
09/07/2024 | 1,43% | 1,45 CHF | 1,47 CHF | 99 000 | 99 000 | 97 597 | 97 597 | 135 763 CHF | 137 716 CHF | 99,77% | 99,77% |
08/07/2024 | 1,35% | 1,49 CHF | 1,51 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 145 534 CHF | 147 515 CHF | 99,29% | 99,29% |
05/07/2024 | 1,35% | 1,47 CHF | 1,49 CHF | 99 000 | 99 000 | 99 200 | 99 200 | 146 092 CHF | 148 076 CHF | 100,00% | 100,00% |
04/07/2024 | 1,32% | 1,49 CHF | 1,51 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 149 616 CHF | 151 611 CHF | 99,63% | 99,63% |
03/07/2024 | 1,31% | 1,53 CHF | 1,55 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 152 458 CHF | 154 462 CHF | 100,00% | 100,00% |