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 | 1,21% | 0,84 CHF | 0,85 CHF | 1 985 600 | 1 985 600 | 1 985 130 | 1 985 130 | 1 628 710 CHF | 1 648 570 CHF | 100,00% | 100,00% |
15/07/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 2 019 500 | 2 019 500 | 2 019 500 | 2 019 500 | 1 657 630 CHF | 1 677 830 CHF | 99,99% | 99,99% |
12/07/2024 | 1,28% | 0,82 CHF | 0,83 CHF | 2 094 700 | 2 094 700 | 2 094 700 | 2 094 700 | 1 621 530 CHF | 1 642 470 CHF | 100,00% | 100,00% |
11/07/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 1 962 600 | 1 962 600 | 1 962 600 | 1 962 600 | 1 601 880 CHF | 1 621 500 CHF | 100,00% | 100,00% |
10/07/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 2 101 100 | 2 101 100 | 2 101 100 | 2 101 100 | 1 625 070 CHF | 1 646 080 CHF | 100,00% | 100,00% |
09/07/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 2 109 900 | 2 109 900 | 2 109 900 | 2 109 900 | 1 622 920 CHF | 1 644 020 CHF | 100,00% | 100,00% |
08/07/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 2 118 100 | 2 118 100 | 2 118 100 | 2 118 100 | 1 590 890 CHF | 1 612 070 CHF | 98,68% | 98,68% |
05/07/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 2 193 800 | 2 193 800 | 2 193 800 | 2 193 800 | 1 583 640 CHF | 1 605 580 CHF | 100,00% | 100,00% |
04/07/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 1 096 900 | 1 096 900 | 1 954 050 | 1 954 050 | 1 421 480 CHF | 1 441 020 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 2 269 400 | 2 269 400 | 2 269 400 | 2 269 400 | 1 587 500 CHF | 1 610 190 CHF | 100,00% | 100,00% |