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% | 1,55 CHF | 1,56 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 188 100 CHF | 189 350 CHF | 100,00% | 100,00% |
15/07/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 191 608 CHF | 192 858 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 180 886 CHF | 182 136 CHF | 98,94% | 98,94% |
11/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 172 251 CHF | 173 501 CHF | 99,70% | 99,70% |
10/07/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 159 580 CHF | 160 830 CHF | 99,82% | 99,82% |
09/07/2024 | 0,73% | 1,30 CHF | 1,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 169 739 CHF | 170 989 CHF | 99,99% | 99,99% |
08/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 167 988 CHF | 169 238 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 1,24 CHF | 1,25 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 161 235 CHF | 162 485 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 157 895 CHF | 159 145 CHF | 100,00% | 100,00% |
03/07/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 145 095 CHF | 146 345 CHF | 99,49% | 99,49% |