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 | 0,71% | 1,41 CHF | 1,42 CHF | 175 000 | 175 000 | 175 205 | 175 205 | 246 826 CHF | 248 578 CHF | 100,00% | 100,00% |
15/07/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 251 168 CHF | 252 935 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 198 006 CHF | 199 599 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 160 000 | 160 000 | 160 537 | 160 537 | 201 941 CHF | 203 547 CHF | 99,82% | 99,82% |
10/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 208 631 CHF | 210 257 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 163 000 | 163 000 | 161 128 | 161 128 | 204 000 CHF | 205 613 CHF | 99,73% | 99,73% |
08/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 201 121 CHF | 202 723 CHF | 99,99% | 99,99% |
05/07/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 194 332 CHF | 195 912 CHF | 99,81% | 99,81% |
04/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 199 064 CHF | 200 660 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 203 062 CHF | 204 670 CHF | 100,00% | 100,00% |