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 | 208 650 CHF | 210 402 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 176 000 | 176 000 | 176 609 | 176 609 | 212 763 CHF | 214 529 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 162 895 CHF | 164 488 CHF | 100,00% | 100,00% |
11/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 160 000 | 160 000 | 160 528 | 160 528 | 166 580 CHF | 168 186 CHF | 99,82% | 99,82% |
10/07/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 172 854 CHF | 174 481 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 163 000 | 163 000 | 161 128 | 161 128 | 168 538 CHF | 170 152 CHF | 99,76% | 99,76% |
08/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 165 774 CHF | 167 377 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 159 522 CHF | 161 102 CHF | 99,81% | 99,81% |
04/07/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 163 903 CHF | 165 499 CHF | 100,00% | 100,00% |
03/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 167 638 CHF | 169 247 CHF | 100,00% | 100,00% |