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 | 0,80% | 1,30 CHF | 1,31 CHF | 260 000 | 260 000 | 143 975 | 143 975 | 187 753 CHF | 189 207 CHF | 99,59% | 99,59% |
15/07/2024 | 0,80% | 1,32 CHF | 1,33 CHF | 260 000 | 260 000 | 147 660 | 147 660 | 190 029 CHF | 191 512 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 270 000 | 270 000 | 148 925 | 148 925 | 191 533 CHF | 193 029 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 260 000 | 260 000 | 145 261 | 145 261 | 199 528 CHF | 200 986 CHF | 99,88% | 99,88% |
10/07/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 260 000 | 260 000 | 145 111 | 145 111 | 199 745 CHF | 201 202 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 260 000 | 260 000 | 144 830 | 144 830 | 199 191 CHF | 200 648 CHF | 99,98% | 99,98% |
08/07/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 260 000 | 260 000 | 144 990 | 144 990 | 199 223 CHF | 200 680 CHF | 99,80% | 99,80% |
05/07/2024 | 0,77% | 1,39 CHF | 1,40 CHF | 260 000 | 260 000 | 147 675 | 147 675 | 198 221 CHF | 199 704 CHF | 99,61% | 99,61% |
04/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 140 000 | 140 000 | 124 049 | 124 049 | 163 182 CHF | 164 423 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 270 000 | 270 000 | 149 629 | 149 629 | 194 379 CHF | 195 882 CHF | 100,00% | 100,00% |