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 | 0,99% | 1,03 CHF | 1,04 CHF | 150 000 | 150 000 | 149 790 | 149 790 | 151 297 CHF | 152 795 CHF | 100,00% | 100,00% |
15/07/2024 | 0,92% | 1,02 CHF | 1,03 CHF | 150 000 | 150 000 | 140 472 | 140 472 | 151 217 CHF | 152 622 CHF | 100,00% | 100,00% |
12/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 155 225 CHF | 156 625 CHF | 100,00% | 100,00% |
11/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 140 000 | 140 000 | 139 898 | 139 898 | 150 415 CHF | 151 815 CHF | 100,00% | 100,00% |
10/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 146 140 CHF | 147 640 CHF | 99,99% | 99,99% |
09/07/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 150 000 | 150 000 | 149 812 | 149 812 | 145 923 CHF | 147 423 CHF | 99,76% | 99,76% |
08/07/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 144 992 CHF | 146 492 CHF | 99,31% | 99,31% |
05/07/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 143 146 CHF | 144 646 CHF | 100,00% | 100,00% |
04/07/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 139 249 CHF | 140 749 CHF | 99,65% | 99,65% |
03/07/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 129 168 CHF | 130 668 CHF | 100,00% | 100,00% |