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 | 0,92% | 1,12 CHF | 1,13 CHF | 270 000 | 270 000 | 148 813 | 148 813 | 167 499 CHF | 169 002 CHF | 99,89% | 99,89% |
15/07/2024 | 0,93% | 1,14 CHF | 1,15 CHF | 280 000 | 280 000 | 157 029 | 157 029 | 174 127 CHF | 175 704 CHF | 100,00% | 100,00% |
12/07/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 280 000 | 280 000 | 155 743 | 155 743 | 172 845 CHF | 174 409 CHF | 100,00% | 100,00% |
11/07/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 270 000 | 270 000 | 149 649 | 149 649 | 178 692 CHF | 180 195 CHF | 100,00% | 100,00% |
10/07/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 270 000 | 270 000 | 149 641 | 149 641 | 179 048 CHF | 180 551 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,20 CHF | 1,21 CHF | 270 000 | 270 000 | 149 372 | 149 372 | 178 584 CHF | 180 086 CHF | 100,00% | 100,00% |
08/07/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 270 000 | 270 000 | 149 491 | 149 491 | 178 728 CHF | 180 230 CHF | 99,82% | 99,82% |
05/07/2024 | 0,89% | 1,21 CHF | 1,22 CHF | 270 000 | 270 000 | 149 853 | 149 853 | 174 751 CHF | 176 256 CHF | 99,82% | 99,82% |
04/07/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 140 000 | 140 000 | 124 049 | 124 049 | 141 257 CHF | 142 498 CHF | 100,00% | 100,00% |
03/07/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 280 000 | 280 000 | 157 080 | 157 080 | 176 498 CHF | 178 075 CHF | 100,00% | 100,00% |