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 | 1,01% | 1,00 CHF | 1,01 CHF | 150 000 | 150 000 | 149 340 | 149 340 | 148 921 CHF | 150 421 CHF | 100,00% | 100,00% |
16/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 150 003 CHF | 151 504 CHF | 100,00% | 100,00% |
15/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 153 251 CHF | 154 751 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 154 460 CHF | 155 960 CHF | 100,00% | 100,00% |
11/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 150 000 | 150 000 | 149 919 | 149 919 | 153 350 CHF | 154 850 CHF | 99,99% | 99,99% |
10/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 153 074 CHF | 154 574 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 153 088 CHF | 154 588 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 154 180 CHF | 155 680 CHF | 100,00% | 100,00% |
05/07/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 160 970 CHF | 162 470 CHF | 99,82% | 99,82% |
04/07/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 162 280 CHF | 163 780 CHF | 99,50% | 99,50% |