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 | 1,23% | 0,84 CHF | 0,85 CHF | 909 700 | 909 700 | 909 502 | 909 502 | 732 620 CHF | 741 717 CHF | 100,00% | 100,00% |
15/07/2024 | 1,09% | 0,85 CHF | 0,86 CHF | 851 500 | 851 500 | 851 500 | 851 500 | 775 539 CHF | 784 054 CHF | 99,99% | 99,99% |
12/07/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 918 900 | 918 900 | 918 900 | 918 900 | 812 728 CHF | 821 917 CHF | 100,00% | 100,00% |
11/07/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 989 100 | 989 100 | 989 100 | 989 100 | 823 981 CHF | 833 872 CHF | 99,91% | 99,91% |
10/07/2024 | 1,37% | 0,77 CHF | 0,78 CHF | 1 072 000 | 1 072 000 | 1 072 000 | 1 072 000 | 777 719 CHF | 788 439 CHF | 100,00% | 100,00% |
09/07/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 1 060 100 | 1 060 100 | 1 060 100 | 1 060 100 | 783 127 CHF | 793 728 CHF | 100,00% | 100,00% |
08/07/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 1 094 700 | 1 094 700 | 1 094 700 | 1 094 700 | 782 317 CHF | 793 264 CHF | 100,00% | 100,00% |
05/07/2024 | 1,36% | 0,69 CHF | 0,70 CHF | 1 042 800 | 1 042 800 | 1 042 800 | 1 042 800 | 759 616 CHF | 770 044 CHF | 99,99% | 99,99% |
04/07/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 1 081 500 | 1 081 500 | 1 081 500 | 1 081 500 | 777 257 CHF | 788 072 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 1 087 000 | 1 087 000 | 1 087 000 | 1 087 000 | 762 581 CHF | 773 451 CHF | 100,00% | 100,00% |