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 | 0,91% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 149 329 | 149 329 | 164 808 CHF | 166 308 CHF | 100,00% | 100,00% |
16/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 166 323 CHF | 167 824 CHF | 100,00% | 100,00% |
15/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 169 483 CHF | 170 983 CHF | 99,99% | 99,99% |
12/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 170 568 CHF | 172 068 CHF | 100,00% | 100,00% |
11/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 149 912 | 149 912 | 169 442 CHF | 170 942 CHF | 100,00% | 100,00% |
10/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 169 281 CHF | 170 781 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 169 272 CHF | 170 772 CHF | 100,00% | 100,00% |
08/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 170 220 CHF | 171 720 CHF | 99,99% | 99,99% |
05/07/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 176 971 CHF | 178 471 CHF | 99,81% | 99,81% |
04/07/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 178 378 CHF | 179 878 CHF | 99,49% | 99,49% |