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 | 0,65% | 1,59 CHF | 1,60 CHF | 210 000 | 210 000 | 93 015 | 93 015 | 149 134 CHF | 150 073 CHF | 99,89% | 99,89% |
15/07/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 210 000 | 210 000 | 93 668 | 93 668 | 158 901 CHF | 159 841 CHF | 99,37% | 99,37% |
12/07/2024 | 0,63% | 1,69 CHF | 1,70 CHF | 210 000 | 210 000 | 93 546 | 93 546 | 153 531 CHF | 154 471 CHF | 100,00% | 100,00% |
11/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 210 000 | 210 000 | 84 265 | 84 265 | 144 607 CHF | 145 456 CHF | 100,00% | 100,00% |
10/07/2024 | 0,61% | 1,72 CHF | 1,73 CHF | 210 000 | 210 000 | 92 766 | 92 766 | 156 687 CHF | 157 619 CHF | 100,00% | 100,00% |
09/07/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 210 000 | 210 000 | 94 724 | 94 724 | 158 688 CHF | 159 641 CHF | 95,81% | 95,81% |
08/07/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 210 000 | 210 000 | 93 404 | 93 404 | 154 327 CHF | 155 266 CHF | 99,86% | 99,86% |
05/07/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 210 000 | 210 000 | 85 850 | 85 850 | 146 572 CHF | 147 433 CHF | 99,65% | 99,65% |
04/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 60 000 | 60 000 | 54 666 | 54 666 | 96 759 CHF | 97 306 CHF | 98,14% | 98,14% |
03/07/2024 | 0,61% | 1,73 CHF | 1,74 CHF | 200 000 | 200 000 | 89 055 | 89 055 | 150 428 CHF | 151 322 CHF | 93,90% | 93,90% |