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 | 0,77% | 1,29 CHF | 1,30 CHF | 175 000 | 175 000 | 175 205 | 175 205 | 226 252 CHF | 228 004 CHF | 100,00% | 100,00% |
15/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 230 517 CHF | 232 283 CHF | 100,00% | 100,00% |
12/07/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 178 893 CHF | 180 486 CHF | 100,00% | 100,00% |
11/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 160 000 | 160 000 | 160 533 | 160 533 | 182 711 CHF | 184 317 CHF | 99,83% | 99,83% |
10/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 189 209 CHF | 190 835 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 163 000 | 163 000 | 161 128 | 161 128 | 184 703 CHF | 186 316 CHF | 99,76% | 99,76% |
08/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 181 922 CHF | 183 525 CHF | 100,00% | 100,00% |
05/07/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 175 368 CHF | 176 948 CHF | 99,81% | 99,81% |
04/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 179 916 CHF | 181 512 CHF | 100,00% | 100,00% |
03/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 183 784 CHF | 185 392 CHF | 100,00% | 100,00% |