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 | 0,76% | 1,31 CHF | 1,32 CHF | 175 000 | 175 000 | 175 206 | 175 206 | 229 739 CHF | 231 491 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 233 998 CHF | 235 764 CHF | 100,00% | 100,00% |
12/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 182 374 CHF | 183 967 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 160 000 | 160 000 | 160 531 | 160 531 | 186 286 CHF | 187 892 CHF | 99,82% | 99,82% |
10/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 192 628 CHF | 194 254 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 163 000 | 163 000 | 161 127 | 161 127 | 188 168 CHF | 189 781 CHF | 99,73% | 99,73% |
08/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 185 578 CHF | 187 180 CHF | 100,00% | 100,00% |
05/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 178 797 CHF | 180 377 CHF | 99,81% | 99,81% |
04/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 183 590 CHF | 185 186 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 187 160 CHF | 188 769 CHF | 100,00% | 100,00% |