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 | 0,83% | 1,22 CHF | 1,23 CHF | 150 000 | 150 000 | 149 789 | 149 789 | 178 953 CHF | 180 451 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 150 000 | 150 000 | 140 473 | 140 473 | 177 421 CHF | 178 825 CHF | 100,00% | 100,00% |
12/07/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 181 418 CHF | 182 818 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 140 000 | 140 000 | 139 898 | 139 898 | 176 556 CHF | 177 956 CHF | 99,99% | 99,99% |
10/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 173 773 CHF | 175 273 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 150 000 | 150 000 | 149 807 | 149 807 | 173 409 CHF | 174 909 CHF | 99,73% | 99,73% |
08/07/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 172 759 CHF | 174 259 CHF | 99,32% | 99,32% |
05/07/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 170 653 CHF | 172 153 CHF | 100,00% | 100,00% |
04/07/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 166 797 CHF | 168 297 CHF | 99,66% | 99,66% |
03/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 156 339 CHF | 157 839 CHF | 100,00% | 100,00% |