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 | 0,75% | 1,37 CHF | 1,38 CHF | 430 000 | 430 000 | 149 968 | 149 968 | 207 035 CHF | 208 547 CHF | 99,90% | 99,90% |
15/07/2024 | 0,77% | 1,42 CHF | 1,43 CHF | 430 000 | 430 000 | 150 263 | 150 263 | 206 298 CHF | 207 812 CHF | 99,69% | 99,69% |
12/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 430 000 | 430 000 | 150 425 | 150 425 | 205 228 CHF | 206 739 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 430 000 | 430 000 | 149 993 | 149 993 | 214 784 CHF | 216 294 CHF | 100,00% | 100,00% |
10/07/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 430 000 | 430 000 | 148 008 | 148 008 | 221 998 CHF | 223 485 CHF | 100,00% | 100,00% |
09/07/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 410 000 | 410 000 | 147 326 | 147 326 | 225 594 CHF | 227 076 CHF | 98,29% | 98,29% |
08/07/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 410 000 | 410 000 | 145 789 | 145 789 | 221 385 CHF | 222 850 CHF | 99,77% | 99,77% |
05/07/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 410 000 | 410 000 | 146 177 | 146 177 | 221 720 CHF | 223 185 CHF | 99,44% | 99,44% |
04/07/2024 | 0,95% | 1,50 CHF | 1,53 CHF | 45 000 | 45 000 | 69 702 | 69 702 | 104 399 CHF | 105 289 CHF | 99,25% | 99,25% |
03/07/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 410 000 | 410 000 | 146 316 | 146 316 | 218 458 CHF | 219 928 CHF | 99,95% | 99,95% |