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 | 0,69% | 1,44 CHF | 1,45 CHF | 180 000 | 180 000 | 179 269 | 179 269 | 258 132 CHF | 259 925 CHF | 100,00% | 100,00% |
15/07/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 175 000 | 175 000 | 178 607 | 178 607 | 255 149 CHF | 256 935 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 175 000 | 175 000 | 176 957 | 176 957 | 251 784 CHF | 253 553 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 175 000 | 175 000 | 174 849 | 174 849 | 245 870 CHF | 247 620 CHF | 99,67% | 99,67% |
10/07/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 175 000 | 175 000 | 172 435 | 172 435 | 238 147 CHF | 239 871 CHF | 100,00% | 100,00% |
09/07/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 175 000 | 175 000 | 170 757 | 170 757 | 234 161 CHF | 235 869 CHF | 97,63% | 97,63% |
08/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 228 946 CHF | 230 639 CHF | 100,00% | 100,00% |
05/07/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 170 000 | 170 000 | 169 312 | 169 312 | 230 811 CHF | 232 504 CHF | 99,81% | 99,81% |
04/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 170 000 | 170 000 | 172 382 | 172 382 | 238 032 CHF | 239 756 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 170 000 | 170 000 | 173 980 | 173 980 | 242 425 CHF | 244 165 CHF | 100,00% | 100,00% |