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 | 0,58% | 1,72 CHF | 1,73 CHF | 300 000 | 300 000 | 299 863 | 299 863 | 515 126 CHF | 518 126 CHF | 99,85% | 99,85% |
15/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 510 868 CHF | 513 868 CHF | 100,00% | 100,00% |
12/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 513 742 CHF | 516 742 CHF | 100,00% | 100,00% |
11/07/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 300 000 | 299 742 | 299 742 | 516 768 CHF | 519 768 CHF | 100,00% | 100,00% |
10/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 521 708 CHF | 524 708 CHF | 100,00% | 100,00% |
09/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 300 000 | 300 000 | 299 698 | 299 698 | 520 454 CHF | 523 454 CHF | 100,00% | 100,00% |
08/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 514 890 CHF | 517 890 CHF | 100,00% | 100,00% |
05/07/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 521 987 CHF | 524 987 CHF | 100,00% | 100,00% |
04/07/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 527 996 CHF | 530 996 CHF | 100,00% | 100,00% |
03/07/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 534 282 CHF | 537 282 CHF | 100,00% | 100,00% |