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 | 0,63% | 1,66 CHF | 1,67 CHF | 391 300 | 391 300 | 391 215 | 391 215 | 619 271 CHF | 623 184 CHF | 100,00% | 100,00% |
15/07/2024 | 0,54% | 1,70 CHF | 1,71 CHF | 360 800 | 360 800 | 360 800 | 360 800 | 661 680 CHF | 665 288 CHF | 99,99% | 99,99% |
12/07/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 395 700 | 395 700 | 395 700 | 395 700 | 700 822 CHF | 704 779 CHF | 100,00% | 100,00% |
11/07/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 432 600 | 432 600 | 432 600 | 432 600 | 713 858 CHF | 718 184 CHF | 99,90% | 99,90% |
10/07/2024 | 0,71% | 1,50 CHF | 1,51 CHF | 476 900 | 476 900 | 476 900 | 476 900 | 667 851 CHF | 672 620 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 470 400 | 470 400 | 470 400 | 470 400 | 673 387 CHF | 678 091 CHF | 99,99% | 99,99% |
08/07/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 489 200 | 489 200 | 489 200 | 489 200 | 673 558 CHF | 678 450 CHF | 100,00% | 100,00% |
05/07/2024 | 0,71% | 1,32 CHF | 1,33 CHF | 460 800 | 460 800 | 460 800 | 460 800 | 649 212 CHF | 653 820 CHF | 99,98% | 99,98% |
04/07/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 481 800 | 481 800 | 481 800 | 481 800 | 667 667 CHF | 672 485 CHF | 100,00% | 100,00% |
03/07/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 484 700 | 484 700 | 484 700 | 484 700 | 652 714 CHF | 657 561 CHF | 100,00% | 100,00% |