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 | 0,60% | 1,67 CHF | 1,68 CHF | 164 500 | 164 500 | 163 489 | 163 489 | 272 869 CHF | 274 504 CHF | 99,38% | 99,38% |
15/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 162 900 | 162 900 | 163 561 | 163 561 | 278 008 CHF | 279 644 CHF | 99,99% | 99,99% |
12/07/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 164 100 | 164 100 | 166 969 | 166 969 | 281 431 CHF | 283 101 CHF | 100,00% | 100,00% |
11/07/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 168 900 | 168 900 | 168 840 | 168 840 | 281 183 CHF | 282 872 CHF | 100,00% | 100,00% |
10/07/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 168 900 | 168 900 | 168 721 | 168 721 | 276 684 CHF | 278 372 CHF | 100,00% | 100,00% |
09/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 168 700 | 168 700 | 166 104 | 166 104 | 273 142 CHF | 274 805 CHF | 100,00% | 100,00% |
08/07/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 164 700 | 164 700 | 167 704 | 167 704 | 282 801 CHF | 284 478 CHF | 99,99% | 99,99% |
05/07/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 169 800 | 169 800 | 170 400 | 170 400 | 280 379 CHF | 282 083 CHF | 100,00% | 100,00% |
04/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 170 800 | 170 800 | 174 991 | 174 991 | 281 735 CHF | 283 485 CHF | 100,00% | 100,00% |
03/07/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 177 900 | 177 900 | 178 498 | 178 498 | 281 109 CHF | 282 894 CHF | 100,00% | 100,00% |