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 | 1,97% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 69 090 | 69 090 | 80 336 CHF | 81 590 CHF | 97,05% | 97,05% |
15/07/2024 | 2,04% | 1,18 CHF | 1,19 CHF | 155 000 | 155 000 | 69 455 | 69 455 | 79 853 CHF | 81 112 CHF | 99,99% | 99,99% |
12/07/2024 | 2,06% | 1,17 CHF | 1,18 CHF | 155 000 | 155 000 | 68 428 | 68 428 | 77 594 CHF | 78 830 CHF | 99,98% | 99,98% |
11/07/2024 | 2,08% | 1,08 CHF | 1,09 CHF | 150 000 | 150 000 | 67 387 | 67 387 | 74 537 CHF | 75 760 CHF | 99,82% | 99,82% |
10/07/2024 | 2,07% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 67 390 | 67 390 | 75 383 CHF | 76 607 CHF | 100,00% | 100,00% |
09/07/2024 | 2,84% | 1,10 CHF | 1,11 CHF | 150 000 | 150 000 | 67 443 | 67 443 | 72 841 CHF | 74 399 CHF | 99,76% | 99,76% |
08/07/2024 | 2,43% | 1,00 CHF | 1,01 CHF | 145 000 | 145 000 | 66 580 | 66 580 | 69 076 CHF | 70 450 CHF | 99,92% | 99,92% |
05/07/2024 | 2,10% | 1,10 CHF | 1,11 CHF | 150 000 | 150 000 | 67 203 | 67 203 | 74 549 CHF | 75 772 CHF | 99,70% | 99,70% |
04/07/2024 | 2,60% | 1,10 CHF | 1,12 CHF | 60 000 | 60 000 | 48 304 | 48 304 | 53 014 CHF | 54 318 CHF | 99,95% | 99,95% |
03/07/2024 | 2,84% | 1,11 CHF | 1,12 CHF | 150 000 | 150 000 | 67 365 | 67 365 | 74 033 CHF | 75 603 CHF | 100,00% | 100,00% |