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 | 1,25% | 0,80 CHF | 0,81 CHF | 990 400 | 990 400 | 990 400 | 990 400 | 789 860 CHF | 799 764 CHF | 99,99% | 99,99% |
15/07/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 929 000 | 929 000 | 929 000 | 929 000 | 802 466 CHF | 811 756 CHF | 100,00% | 100,00% |
12/07/2024 | 1,16% | 0,90 CHF | 0,91 CHF | 990 100 | 990 100 | 990 100 | 990 100 | 851 057 CHF | 860 958 CHF | 100,00% | 100,00% |
11/07/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 1 006 600 | 1 006 600 | 1 006 600 | 1 006 600 | 836 384 CHF | 846 450 CHF | 99,89% | 99,89% |
10/07/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 1 062 100 | 1 062 100 | 1 062 100 | 1 062 100 | 833 290 CHF | 843 912 CHF | 100,00% | 100,00% |
09/07/2024 | 1,26% | 0,75 CHF | 0,76 CHF | 989 800 | 989 800 | 989 800 | 989 800 | 781 685 CHF | 791 583 CHF | 100,00% | 100,00% |
08/07/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 978 400 | 978 400 | 978 400 | 978 400 | 834 425 CHF | 844 209 CHF | 98,70% | 98,70% |
05/07/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 969 900 | 969 900 | 969 900 | 969 900 | 834 097 CHF | 843 796 CHF | 100,00% | 100,00% |
04/07/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 990 400 | 990 400 | 990 400 | 990 400 | 835 311 CHF | 845 215 CHF | 100,00% | 100,00% |
03/07/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 1 049 100 | 1 049 100 | 1 049 100 | 1 049 100 | 859 862 CHF | 870 353 CHF | 100,00% | 100,00% |