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 | 0,60% | 1,69 CHF | 1,70 CHF | 71 100 | 71 100 | 73 245 | 73 245 | 121 563 CHF | 122 296 CHF | 100,00% | 100,00% |
15/07/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 71 200 | 71 200 | 70 907 | 70 907 | 129 583 CHF | 130 292 CHF | 100,00% | 100,00% |
12/07/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 76 200 | 76 200 | 77 259 | 77 259 | 131 630 CHF | 132 403 CHF | 100,00% | 100,00% |
11/07/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 84 400 | 84 400 | 84 052 | 84 052 | 130 320 CHF | 131 161 CHF | 99,82% | 99,82% |
10/07/2024 | 0,69% | 1,51 CHF | 1,52 CHF | 90 300 | 90 300 | 91 589 | 91 589 | 133 235 CHF | 134 151 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 90 700 | 90 700 | 89 939 | 89 939 | 128 034 CHF | 128 933 CHF | 99,74% | 99,74% |
08/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 85 000 | 85 000 | 84 719 | 84 719 | 126 560 CHF | 127 407 CHF | 99,99% | 99,99% |
05/07/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 85 900 | 85 900 | 85 545 | 85 545 | 129 624 CHF | 130 479 CHF | 99,81% | 99,81% |
04/07/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 87 500 | 87 500 | 90 792 | 90 792 | 129 151 CHF | 130 059 CHF | 100,00% | 100,00% |
03/07/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 93 900 | 93 900 | 92 335 | 92 335 | 131 779 CHF | 132 702 CHF | 100,00% | 100,00% |