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 | 0,88% | 1,13 CHF | 1,14 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 243 213 CHF | 245 355 CHF | 100,00% | 100,00% |
15/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 244 782 CHF | 246 923 CHF | 100,00% | 100,00% |
12/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 247 994 CHF | 250 135 CHF | 100,00% | 100,00% |
11/07/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 215 000 | 215 000 | 213 985 | 213 985 | 243 780 CHF | 245 921 CHF | 100,00% | 100,00% |
10/07/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 215 000 | 215 000 | 214 124 | 214 124 | 243 228 CHF | 245 369 CHF | 100,00% | 100,00% |
09/07/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 220 000 | 220 000 | 216 032 | 216 032 | 240 886 CHF | 243 046 CHF | 99,99% | 99,99% |
08/07/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 249 458 CHF | 251 599 CHF | 100,00% | 100,00% |
05/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 247 060 CHF | 249 202 CHF | 100,00% | 100,00% |
04/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 243 622 CHF | 245 763 CHF | 100,00% | 100,00% |
03/07/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 215 000 | 215 000 | 216 963 | 216 963 | 240 601 CHF | 242 771 CHF | 100,00% | 100,00% |