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 | 0,66% | 1,53 CHF | 1,54 CHF | 175 000 | 175 000 | 175 205 | 175 205 | 266 573 CHF | 268 326 CHF | 100,00% | 100,00% |
15/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 271 164 CHF | 272 931 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 215 568 CHF | 217 161 CHF | 100,00% | 100,00% |
11/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 160 000 | 160 000 | 160 534 | 160 534 | 219 690 CHF | 221 297 CHF | 99,83% | 99,83% |
10/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 226 650 CHF | 228 276 CHF | 100,00% | 100,00% |
09/07/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 163 000 | 163 000 | 161 127 | 161 127 | 221 790 CHF | 223 403 CHF | 99,77% | 99,77% |
08/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 218 859 CHF | 220 462 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 211 723 CHF | 213 303 CHF | 99,81% | 99,81% |
04/07/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 216 681 CHF | 218 276 CHF | 100,00% | 100,00% |
03/07/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 220 808 CHF | 222 417 CHF | 100,00% | 100,00% |