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 | 1,00% | 1,00 CHF | 1,01 CHF | 215 000 | 215 000 | 213 798 | 213 798 | 213 727 CHF | 215 865 CHF | 99,52% | 99,52% |
15/07/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 205 000 | 205 000 | 204 050 | 204 050 | 189 148 CHF | 191 188 CHF | 100,00% | 100,00% |
12/07/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 205 000 | 205 000 | 204 155 | 204 155 | 191 044 CHF | 193 085 CHF | 100,00% | 100,00% |
11/07/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 205 000 | 205 000 | 205 090 | 205 090 | 193 506 CHF | 195 558 CHF | 100,00% | 100,00% |
10/07/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 205 000 | 205 000 | 204 156 | 204 156 | 189 090 CHF | 191 131 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 212 141 CHF | 214 282 CHF | 100,00% | 100,00% |
08/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 215 000 | 215 000 | 213 727 | 213 727 | 210 359 CHF | 212 497 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 215 000 | 215 000 | 214 479 | 214 479 | 215 177 CHF | 217 322 CHF | 99,82% | 99,82% |
04/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 220 000 | 220 000 | 222 528 | 222 528 | 232 540 CHF | 234 765 CHF | 99,50% | 99,50% |
03/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 225 000 | 225 000 | 221 058 | 221 058 | 230 064 CHF | 232 274 CHF | 99,36% | 99,36% |