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 | 0,99% | 1,00 CHF | 1,01 CHF | 175 000 | 175 000 | 175 205 | 175 205 | 175 442 CHF | 177 194 CHF | 100,00% | 100,00% |
15/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 176 000 | 176 000 | 176 610 | 176 610 | 179 301 CHF | 181 067 CHF | 100,00% | 100,00% |
12/07/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 158 000 | 158 000 | 159 298 | 159 298 | 132 696 CHF | 134 289 CHF | 100,00% | 100,00% |
11/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 160 000 | 160 000 | 160 529 | 160 529 | 136 152 CHF | 137 758 CHF | 99,83% | 99,83% |
10/07/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 162 000 | 162 000 | 162 647 | 162 647 | 142 041 CHF | 143 668 CHF | 100,00% | 100,00% |
09/07/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 163 000 | 163 000 | 161 127 | 161 127 | 137 962 CHF | 139 575 CHF | 99,75% | 99,75% |
08/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 161 000 | 161 000 | 160 248 | 160 248 | 135 430 CHF | 137 033 CHF | 99,99% | 99,99% |
05/07/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 161 000 | 161 000 | 157 996 | 157 996 | 129 534 CHF | 131 114 CHF | 99,81% | 99,81% |
04/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 159 000 | 159 000 | 159 585 | 159 585 | 133 624 CHF | 135 220 CHF | 100,00% | 100,00% |
03/07/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 160 000 | 160 000 | 160 824 | 160 824 | 137 127 CHF | 138 735 CHF | 100,00% | 100,00% |