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 | 1,00% | 0,99 CHF | 1,00 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 212 711 CHF | 214 852 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 214 179 CHF | 216 320 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 217 574 CHF | 219 715 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 215 000 | 215 000 | 213 971 | 213 971 | 213 402 CHF | 215 543 CHF | 99,99% | 99,99% |
10/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 215 000 | 215 000 | 214 124 | 214 124 | 212 919 CHF | 215 060 CHF | 100,00% | 100,00% |
09/07/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 220 000 | 220 000 | 216 031 | 216 031 | 210 271 CHF | 212 431 CHF | 100,00% | 100,00% |
08/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 219 160 CHF | 221 301 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 216 509 CHF | 218 650 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 213 242 CHF | 215 383 CHF | 100,00% | 100,00% |
03/07/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 215 000 | 215 000 | 216 963 | 216 963 | 210 229 CHF | 212 399 CHF | 100,00% | 100,00% |