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 | 0,88% | 1,15 CHF | 1,16 CHF | 150 000 | 150 000 | 149 789 | 149 789 | 168 951 CHF | 170 449 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 140 473 | 140 473 | 167 959 CHF | 169 364 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 171 885 CHF | 173 285 CHF | 100,00% | 100,00% |
11/07/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 140 000 | 140 000 | 139 903 | 139 903 | 167 029 CHF | 168 429 CHF | 99,99% | 99,99% |
10/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 163 746 CHF | 165 246 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 149 807 | 149 807 | 163 614 CHF | 165 114 CHF | 99,77% | 99,77% |
08/07/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 162 638 CHF | 164 138 CHF | 99,28% | 99,28% |
05/07/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 160 781 CHF | 162 281 CHF | 99,99% | 99,99% |
04/07/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 692 CHF | 158 192 CHF | 99,62% | 99,62% |
03/07/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 146 524 CHF | 148 024 CHF | 100,00% | 100,00% |