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 | 1,22% | 0,93 CHF | 0,94 CHF | 1 823 600 | 1 823 600 | 1 823 600 | 1 823 600 | 1 484 730 CHF | 1 502 960 CHF | 100,00% | 100,00% |
15/07/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 1 918 900 | 1 918 900 | 1 918 900 | 1 918 900 | 1 495 420 CHF | 1 514 610 CHF | 100,00% | 100,00% |
12/07/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 2 045 800 | 2 045 800 | 2 045 800 | 2 045 800 | 1 442 760 CHF | 1 463 220 CHF | 100,00% | 100,00% |
11/07/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 2 060 400 | 2 060 400 | 2 060 400 | 2 060 400 | 1 401 710 CHF | 1 422 320 CHF | 99,99% | 99,99% |
10/07/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 2 304 000 | 2 304 000 | 2 304 000 | 2 304 000 | 1 394 790 CHF | 1 417 830 CHF | 100,00% | 100,00% |
09/07/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 2 267 300 | 2 267 300 | 2 267 300 | 2 267 300 | 1 390 720 CHF | 1 413 390 CHF | 100,00% | 100,00% |
08/07/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 2 236 900 | 2 236 900 | 2 236 900 | 2 236 900 | 1 410 100 CHF | 1 432 470 CHF | 98,21% | 98,21% |
05/07/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 2 279 700 | 2 279 700 | 2 279 700 | 2 279 700 | 1 388 420 CHF | 1 411 220 CHF | 100,00% | 100,00% |
04/07/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 1 139 900 | 1 139 900 | 2 030 570 | 2 030 570 | 1 272 060 CHF | 1 292 370 CHF | 100,00% | 100,00% |
03/07/2024 | 1,59% | 0,61 CHF | 0,62 CHF | 2 260 300 | 2 260 300 | 2 260 300 | 2 260 300 | 1 412 740 CHF | 1 435 340 CHF | 100,00% | 100,00% |