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 | 0,74% | 1,34 CHF | 1,35 CHF | 180 000 | 180 000 | 179 269 | 179 269 | 240 110 CHF | 241 903 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 175 000 | 175 000 | 178 607 | 178 607 | 237 231 CHF | 239 017 CHF | 100,00% | 100,00% |
12/07/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 175 000 | 175 000 | 176 957 | 176 957 | 233 981 CHF | 235 750 CHF | 100,00% | 100,00% |
11/07/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 175 000 | 175 000 | 174 848 | 174 848 | 228 349 CHF | 230 098 CHF | 99,83% | 99,83% |
10/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 175 000 | 175 000 | 172 435 | 172 435 | 220 746 CHF | 222 470 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 175 000 | 175 000 | 170 741 | 170 741 | 216 941 CHF | 218 648 CHF | 99,77% | 99,77% |
08/07/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 170 000 | 170 000 | 169 299 | 169 299 | 211 961 CHF | 213 654 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 170 000 | 170 000 | 169 312 | 169 312 | 213 777 CHF | 215 471 CHF | 99,81% | 99,81% |
04/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 172 383 | 172 383 | 220 665 CHF | 222 388 CHF | 100,00% | 100,00% |
03/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 170 000 | 170 000 | 173 980 | 173 980 | 224 972 CHF | 226 711 CHF | 100,00% | 100,00% |