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 | 0,70% | 1,44 CHF | 1,45 CHF | 310 000 | 310 000 | 138 906 | 138 906 | 200 835 CHF | 202 227 CHF | 99,89% | 99,89% |
15/07/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 310 000 | 310 000 | 137 943 | 137 943 | 196 564 CHF | 197 946 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 300 000 | 300 000 | 136 238 | 136 238 | 192 279 CHF | 193 644 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 305 000 | 305 000 | 137 171 | 137 171 | 195 525 CHF | 196 900 CHF | 99,78% | 99,78% |
10/07/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 310 000 | 310 000 | 137 727 | 137 727 | 198 111 CHF | 199 490 CHF | 100,00% | 100,00% |
09/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 300 000 | 300 000 | 136 267 | 136 267 | 193 095 CHF | 194 461 CHF | 99,77% | 99,77% |
08/07/2024 | 0,74% | 1,42 CHF | 1,43 CHF | 305 000 | 305 000 | 133 332 | 133 332 | 185 300 CHF | 186 635 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 295 000 | 295 000 | 131 721 | 131 721 | 182 089 CHF | 183 408 CHF | 99,70% | 99,70% |
04/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 118 000 | 118 000 | 94 273 | 94 273 | 130 724 CHF | 131 667 CHF | 99,81% | 99,81% |
03/07/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 295 000 | 295 000 | 131 107 | 131 107 | 181 517 CHF | 182 830 CHF | 100,00% | 100,00% |