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% | 1,77 CHF | 1,78 CHF | 340 700 | 340 700 | 364 622 | 364 622 | 605 578 CHF | 609 224 CHF | 99,52% | 99,52% |
15/07/2024 | 0,66% | 1,62 CHF | 1,63 CHF | 367 700 | 367 700 | 383 643 | 383 643 | 577 910 CHF | 581 746 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 385 700 | 385 700 | 382 267 | 382 267 | 554 566 CHF | 558 389 CHF | 100,00% | 100,00% |
11/07/2024 | 0,72% | 1,54 CHF | 1,55 CHF | 381 800 | 381 800 | 412 599 | 412 599 | 572 468 CHF | 576 594 CHF | 100,00% | 100,00% |
10/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 416 700 | 416 700 | 438 899 | 438 899 | 577 015 CHF | 581 404 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 441 900 | 441 900 | 427 836 | 427 836 | 531 087 CHF | 535 370 CHF | 100,00% | 100,00% |
08/07/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 426 600 | 426 600 | 421 336 | 421 336 | 551 658 CHF | 555 872 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 420 800 | 420 800 | 449 144 | 449 144 | 581 084 CHF | 585 575 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 452 600 | 452 600 | 447 926 | 447 926 | 556 604 CHF | 561 083 CHF | 100,00% | 100,00% |
03/07/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 447 300 | 447 300 | 491 381 | 491 381 | 593 406 CHF | 598 320 CHF | 100,00% | 100,00% |