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 | 0,58% | 1,72 CHF | 1,73 CHF | 175 000 | 175 000 | 175 205 | 175 205 | 301 198 CHF | 302 950 CHF | 100,00% | 100,00% |
15/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 306 069 CHF | 307 835 CHF | 99,99% | 99,99% |
12/07/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 246 656 CHF | 248 249 CHF | 100,00% | 100,00% |
11/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 160 000 | 160 000 | 160 533 | 160 533 | 251 210 CHF | 252 816 CHF | 99,82% | 99,82% |
10/07/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 258 438 CHF | 260 065 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 163 000 | 163 000 | 161 127 | 161 127 | 253 495 CHF | 255 109 CHF | 99,77% | 99,77% |
08/07/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 250 219 CHF | 251 821 CHF | 100,00% | 100,00% |
05/07/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 242 612 CHF | 244 192 CHF | 99,80% | 99,80% |
04/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 248 029 CHF | 249 625 CHF | 100,00% | 100,00% |
03/07/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 252 290 CHF | 253 898 CHF | 100,00% | 100,00% |