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 | 0,75% | 1,38 CHF | 1,39 CHF | 852 900 | 852 900 | 852 697 | 852 697 | 1 134 880 CHF | 1 143 410 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 875 600 | 875 600 | 875 600 | 875 600 | 1 165 720 CHF | 1 174 480 CHF | 100,00% | 100,00% |
12/07/2024 | 0,82% | 1,32 CHF | 1,33 CHF | 926 800 | 926 800 | 926 800 | 926 800 | 1 130 560 CHF | 1 139 830 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 1,26 CHF | 1,27 CHF | 835 000 | 835 000 | 835 000 | 835 000 | 1 104 170 CHF | 1 112 520 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 927 300 | 927 300 | 927 300 | 927 300 | 1 133 350 CHF | 1 142 620 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 933 400 | 933 400 | 933 400 | 933 400 | 1 131 480 CHF | 1 140 810 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 939 000 | 939 000 | 939 000 | 939 000 | 1 099 630 CHF | 1 109 020 CHF | 98,68% | 98,68% |
05/07/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 991 700 | 991 700 | 991 700 | 991 700 | 1 096 940 CHF | 1 106 860 CHF | 99,99% | 99,99% |
04/07/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 495 900 | 495 900 | 883 335 | 883 335 | 981 018 CHF | 989 852 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 1 045 400 | 1 045 400 | 1 045 400 | 1 045 400 | 1 103 140 CHF | 1 113 590 CHF | 100,00% | 100,00% |