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 | 0,94% | 1,07 CHF | 1,08 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 161 408 CHF | 162 928 CHF | 100,00% | 100,00% |
15/07/2024 | 0,87% | 1,09 CHF | 1,10 CHF | 152 000 | 152 000 | 149 653 | 149 653 | 170 593 CHF | 172 090 CHF | 100,00% | 100,00% |
12/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 150 000 | 150 000 | 149 986 | 149 986 | 171 464 CHF | 172 964 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 152 000 | 152 000 | 150 031 | 150 031 | 167 514 CHF | 169 016 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 152 000 | 152 000 | 153 876 | 153 876 | 152 932 CHF | 154 471 CHF | 100,00% | 100,00% |
09/07/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 154 000 | 154 000 | 154 000 | 154 000 | 154 980 CHF | 156 520 CHF | 99,74% | 99,74% |
08/07/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 154 000 | 154 000 | 154 276 | 154 276 | 152 109 CHF | 153 652 CHF | 99,32% | 99,32% |
05/07/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 156 000 | 156 000 | 154 331 | 154 331 | 152 267 CHF | 153 810 CHF | 100,00% | 100,00% |
04/07/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 154 000 | 154 000 | 154 367 | 154 367 | 151 403 CHF | 152 947 CHF | 99,63% | 99,63% |
03/07/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 156 000 | 156 000 | 156 000 | 156 000 | 147 256 CHF | 148 816 CHF | 100,00% | 100,00% |