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 | 1,21% | 1,25 CHF | 1,26 CHF | 300 000 | 300 000 | 138 081 | 138 081 | 176 744 CHF | 178 553 CHF | 96,99% | 96,99% |
15/07/2024 | 1,22% | 1,29 CHF | 1,30 CHF | 310 000 | 310 000 | 138 919 | 138 919 | 176 779 CHF | 178 585 CHF | 100,00% | 100,00% |
12/07/2024 | 1,22% | 1,28 CHF | 1,29 CHF | 310 000 | 310 000 | 136 328 | 136 328 | 172 517 CHF | 174 284 CHF | 99,93% | 99,93% |
11/07/2024 | 1,23% | 1,24 CHF | 1,25 CHF | 300 000 | 300 000 | 134 247 | 134 247 | 168 136 CHF | 169 880 CHF | 99,67% | 99,67% |
10/07/2024 | 1,22% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 134 288 | 134 288 | 169 298 CHF | 171 042 CHF | 100,00% | 100,00% |
09/07/2024 | 1,42% | 1,25 CHF | 1,26 CHF | 300 000 | 300 000 | 134 440 | 134 440 | 167 014 CHF | 169 023 CHF | 99,62% | 99,62% |
08/07/2024 | 1,45% | 1,20 CHF | 1,21 CHF | 290 000 | 290 000 | 132 292 | 132 292 | 161 314 CHF | 163 328 CHF | 99,72% | 99,72% |
05/07/2024 | 1,23% | 1,25 CHF | 1,26 CHF | 300 000 | 300 000 | 133 856 | 133 856 | 168 127 CHF | 169 869 CHF | 99,69% | 99,69% |
04/07/2024 | 1,22% | 1,25 CHF | 1,26 CHF | 120 000 | 120 000 | 96 102 | 96 102 | 120 218 CHF | 121 579 CHF | 99,91% | 99,91% |
03/07/2024 | 1,43% | 1,26 CHF | 1,27 CHF | 300 000 | 300 000 | 134 199 | 134 199 | 168 380 CHF | 170 413 CHF | 100,00% | 100,00% |