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 | 1,01% | 1,01 CHF | 1,02 CHF | 150 000 | 150 000 | 149 790 | 149 790 | 147 939 CHF | 149 437 CHF | 100,00% | 100,00% |
15/07/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 150 000 | 150 000 | 140 473 | 140 473 | 148 296 CHF | 149 701 CHF | 100,00% | 100,00% |
12/07/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 152 346 CHF | 153 746 CHF | 100,00% | 100,00% |
11/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 140 000 | 140 000 | 139 903 | 139 903 | 147 453 CHF | 148 853 CHF | 99,99% | 99,99% |
10/07/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 142 664 CHF | 144 164 CHF | 100,00% | 100,00% |
09/07/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 150 000 | 150 000 | 149 810 | 149 810 | 142 454 CHF | 143 954 CHF | 99,73% | 99,73% |
08/07/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 141 541 CHF | 143 041 CHF | 99,32% | 99,32% |
05/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 139 656 CHF | 141 156 CHF | 100,00% | 100,00% |
04/07/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 135 633 CHF | 137 133 CHF | 99,59% | 99,59% |
03/07/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 125 254 CHF | 126 754 CHF | 100,00% | 100,00% |