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 | 1,05% | 2,16 CHF | 2,17 CHF | 150 000 | 150 000 | 69 084 | 69 084 | 152 811 CHF | 154 066 CHF | 97,04% | 97,04% |
15/07/2024 | 1,07% | 2,23 CHF | 2,24 CHF | 155 000 | 155 000 | 69 460 | 69 460 | 152 638 CHF | 153 898 CHF | 100,00% | 100,00% |
12/07/2024 | 1,07% | 2,21 CHF | 2,22 CHF | 155 000 | 155 000 | 68 426 | 68 426 | 149 247 CHF | 150 483 CHF | 99,98% | 99,98% |
11/07/2024 | 1,08% | 2,13 CHF | 2,14 CHF | 150 000 | 150 000 | 67 387 | 67 387 | 145 183 CHF | 146 406 CHF | 99,83% | 99,83% |
10/07/2024 | 1,07% | 2,18 CHF | 2,19 CHF | 150 000 | 150 000 | 67 410 | 67 410 | 146 261 CHF | 147 484 CHF | 100,00% | 100,00% |
09/07/2024 | 1,44% | 2,15 CHF | 2,16 CHF | 150 000 | 150 000 | 67 450 | 67 450 | 143 786 CHF | 145 343 CHF | 99,73% | 99,73% |
08/07/2024 | 1,23% | 2,05 CHF | 2,06 CHF | 145 000 | 145 000 | 66 583 | 66 583 | 138 940 CHF | 140 315 CHF | 99,92% | 99,92% |
05/07/2024 | 1,08% | 2,15 CHF | 2,16 CHF | 150 000 | 150 000 | 67 206 | 67 206 | 145 215 CHF | 146 438 CHF | 99,70% | 99,70% |
04/07/2024 | 1,34% | 2,16 CHF | 2,18 CHF | 60 000 | 60 000 | 48 304 | 48 304 | 103 894 CHF | 105 198 CHF | 99,95% | 99,95% |
03/07/2024 | 1,45% | 2,17 CHF | 2,18 CHF | 150 000 | 150 000 | 67 365 | 67 365 | 145 101 CHF | 146 671 CHF | 100,00% | 100,00% |