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% | 1,42 CHF | 1,43 CHF | 144 000 | 144 000 | 143 415 | 143 415 | 203 104 CHF | 204 538 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 140 000 | 140 000 | 142 885 | 142 885 | 200 744 CHF | 202 172 CHF | 100,00% | 100,00% |
12/07/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 140 000 | 140 000 | 141 565 | 141 565 | 197 857 CHF | 199 273 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 140 000 | 140 000 | 139 878 | 139 878 | 192 603 CHF | 194 003 CHF | 99,81% | 99,81% |
10/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 140 000 | 140 000 | 137 948 | 137 948 | 185 525 CHF | 186 905 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 140 000 | 140 000 | 136 592 | 136 592 | 181 999 CHF | 183 365 CHF | 99,76% | 99,76% |
08/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 177 469 CHF | 178 823 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 136 000 | 136 000 | 135 449 | 135 449 | 179 242 CHF | 180 596 CHF | 99,80% | 99,80% |
04/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 136 000 | 136 000 | 137 906 | 137 906 | 185 722 CHF | 187 101 CHF | 100,00% | 100,00% |
03/07/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 136 000 | 136 000 | 139 184 | 139 184 | 189 560 CHF | 190 952 CHF | 100,00% | 100,00% |