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 | 0,69% | 1,46 CHF | 1,47 CHF | 150 000 | 150 000 | 149 790 | 149 790 | 215 112 CHF | 216 610 CHF | 100,00% | 100,00% |
15/07/2024 | 0,66% | 1,45 CHF | 1,46 CHF | 150 000 | 150 000 | 140 472 | 140 472 | 211 345 CHF | 212 749 CHF | 100,00% | 100,00% |
12/07/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 215 109 CHF | 216 509 CHF | 100,00% | 100,00% |
11/07/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 140 000 | 140 000 | 139 894 | 139 894 | 210 126 CHF | 211 526 CHF | 100,00% | 100,00% |
10/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 209 773 CHF | 211 273 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 150 000 | 150 000 | 149 809 | 149 809 | 209 365 CHF | 210 865 CHF | 99,74% | 99,74% |
08/07/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 208 759 CHF | 210 259 CHF | 99,32% | 99,32% |
05/07/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 206 813 CHF | 208 313 CHF | 99,99% | 99,99% |
04/07/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 202 799 CHF | 204 299 CHF | 99,63% | 99,63% |
03/07/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 192 339 CHF | 193 839 CHF | 100,00% | 100,00% |