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% | 1,43 CHF | 1,44 CHF | 175 000 | 175 000 | 175 205 | 175 205 | 249 097 CHF | 250 849 CHF | 100,00% | 100,00% |
15/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 176 000 | 176 000 | 176 610 | 176 610 | 253 555 CHF | 255 321 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 199 666 CHF | 201 258 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 160 000 | 160 000 | 160 531 | 160 531 | 203 690 CHF | 205 297 CHF | 99,82% | 99,82% |
10/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 210 414 CHF | 212 041 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 163 000 | 163 000 | 161 127 | 161 127 | 205 695 CHF | 207 308 CHF | 99,77% | 99,77% |
08/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 202 928 CHF | 204 530 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 195 959 CHF | 197 539 CHF | 99,81% | 99,81% |
04/07/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 200 771 CHF | 202 366 CHF | 100,00% | 100,00% |
03/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 204 731 CHF | 206 340 CHF | 100,00% | 100,00% |