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 | 0,84% | 1,19 CHF | 1,20 CHF | 175 000 | 175 000 | 175 206 | 175 206 | 207 888 CHF | 209 640 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 211 839 CHF | 213 605 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 162 468 CHF | 164 061 CHF | 100,00% | 100,00% |
11/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 160 000 | 160 000 | 160 527 | 160 527 | 166 303 CHF | 167 909 CHF | 99,85% | 99,85% |
10/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 172 287 CHF | 173 913 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 163 000 | 163 000 | 161 127 | 161 127 | 168 221 CHF | 169 834 CHF | 99,73% | 99,73% |
08/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 165 370 CHF | 166 972 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 159 185 CHF | 160 765 CHF | 99,81% | 99,81% |
04/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 163 611 CHF | 165 207 CHF | 100,00% | 100,00% |
03/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 167 183 CHF | 168 791 CHF | 100,00% | 100,00% |