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 | 1,02% | 0,98 CHF | 0,99 CHF | 72 200 | 72 200 | 71 498 | 71 498 | 70 524 CHF | 71 240 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 71 700 | 71 700 | 70 445 | 70 445 | 71 516 CHF | 72 221 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 70 600 | 70 600 | 70 008 | 70 008 | 72 041 CHF | 72 742 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 70 600 | 70 600 | 70 398 | 70 398 | 71 410 CHF | 72 115 CHF | 100,00% | 100,00% |
10/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 70 600 | 70 600 | 69 959 | 69 959 | 71 690 CHF | 72 390 CHF | 97,26% | 100,00% |
09/07/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 70 500 | 70 500 | 70 256 | 70 256 | 71 426 CHF | 72 129 CHF | 97,58% | 100,00% |
08/07/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 70 900 | 70 900 | 70 932 | 70 932 | 70 460 CHF | 71 171 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 72 000 | 72 000 | 72 010 | 72 010 | 69 610 CHF | 70 330 CHF | 99,22% | 99,22% |
04/07/2024 | 1,07% | 0,97 CHF | 0,98 CHF | 72 800 | 72 800 | 73 146 | 73 146 | 68 494 CHF | 69 227 CHF | 99,84% | 99,84% |
03/07/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 79 500 | 79 500 | 78 583 | 78 583 | 62 710 CHF | 63 496 CHF | 99,85% | 99,85% |