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 | 0,89% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 149 345 | 149 345 | 168 661 CHF | 170 161 CHF | 99,98% | 99,98% |
16/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 150 136 | 150 136 | 169 962 CHF | 171 464 CHF | 100,00% | 100,00% |
15/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 173 360 CHF | 174 860 CHF | 100,00% | 100,00% |
12/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 174 312 CHF | 175 812 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 149 916 | 149 916 | 173 103 CHF | 174 603 CHF | 99,99% | 99,99% |
10/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 173 229 CHF | 174 729 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 172 789 CHF | 174 289 CHF | 100,00% | 100,00% |
08/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 174 052 CHF | 175 552 CHF | 100,00% | 100,00% |
05/07/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 180 837 CHF | 182 337 CHF | 99,81% | 99,81% |
04/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 182 075 CHF | 183 575 CHF | 99,49% | 99,49% |