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 | 0,83% | 1,24 CHF | 1,25 CHF | 160 000 | 160 000 | 89 901 | 89 901 | 112 797 CHF | 113 705 CHF | 99,74% | 99,74% |
15/07/2024 | 0,85% | 1,28 CHF | 1,29 CHF | 160 000 | 160 000 | 90 513 | 90 513 | 110 580 CHF | 111 489 CHF | 99,97% | 99,97% |
12/07/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 160 000 | 160 000 | 90 528 | 90 528 | 110 623 CHF | 111 532 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 1,26 CHF | 1,27 CHF | 150 000 | 150 000 | 83 071 | 83 071 | 113 759 CHF | 114 594 CHF | 99,98% | 99,98% |
10/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 150 000 | 150 000 | 83 076 | 83 076 | 113 857 CHF | 114 691 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 150 000 | 150 000 | 82 958 | 82 958 | 113 327 CHF | 114 161 CHF | 99,94% | 99,94% |
08/07/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 150 000 | 150 000 | 83 036 | 83 036 | 112 438 CHF | 113 273 CHF | 99,74% | 99,74% |
05/07/2024 | 0,81% | 1,37 CHF | 1,38 CHF | 150 000 | 150 000 | 88 715 | 88 715 | 113 921 CHF | 114 812 CHF | 99,69% | 99,69% |
04/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 80 000 | 80 000 | 74 683 | 74 683 | 92 256 CHF | 93 002 CHF | 100,00% | 100,00% |
03/07/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 160 000 | 160 000 | 89 609 | 89 609 | 108 114 CHF | 109 014 CHF | 99,99% | 99,99% |