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 | 0,57% | 1,70 CHF | 1,71 CHF | 163 900 | 163 900 | 73 717 | 73 717 | 130 329 CHF | 131 067 CHF | 99,89% | 99,89% |
15/07/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 159 500 | 159 500 | 72 369 | 72 369 | 141 505 CHF | 142 230 CHF | 97,78% | 97,78% |
12/07/2024 | 0,56% | 2,01 CHF | 2,02 CHF | 168 500 | 168 500 | 75 804 | 75 804 | 141 216 CHF | 141 976 CHF | 100,00% | 100,00% |
11/07/2024 | 0,42% | 2,03 CHF | 2,04 CHF | 128 600 | 128 600 | 55 188 | 55 185 | 130 841 CHF | 131 391 CHF | 99,18% | 99,18% |
10/07/2024 | 0,44% | 2,38 CHF | 2,39 CHF | 131 100 | 131 100 | 61 708 | 61 708 | 144 016 CHF | 144 634 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 2,21 CHF | 2,22 CHF | 155 700 | 155 700 | 70 130 | 70 130 | 150 586 CHF | 151 288 CHF | 99,70% | 99,70% |
08/07/2024 | 0,56% | 1,92 CHF | 1,93 CHF | 166 900 | 166 900 | 75 104 | 75 104 | 140 375 CHF | 141 127 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 153 700 | 153 700 | 69 068 | 69 068 | 131 868 CHF | 132 560 CHF | 99,27% | 99,27% |
04/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 46 100 | 46 100 | 46 100 | 46 100 | 87 662 CHF | 88 123 CHF | 98,23% | 98,23% |
03/07/2024 | 0,66% | 1,78 CHF | 1,79 CHF | 180 400 | 180 400 | 85 935 | 85 935 | 135 235 CHF | 136 096 CHF | 98,80% | 98,80% |