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 | 1,44% | 0,68 CHF | 0,69 CHF | 2 721 500 | 2 721 500 | 2 720 910 | 2 720 910 | 1 872 900 CHF | 1 900 120 CHF | 100,00% | 100,00% |
15/07/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 2 816 700 | 2 816 700 | 2 816 700 | 2 816 700 | 1 852 790 CHF | 1 880 960 CHF | 100,00% | 100,00% |
12/07/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 2 692 400 | 2 692 400 | 2 692 400 | 2 692 400 | 1 791 760 CHF | 1 818 690 CHF | 100,00% | 100,00% |
11/07/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 2 577 700 | 2 577 700 | 2 577 700 | 2 577 700 | 1 761 450 CHF | 1 787 220 CHF | 99,92% | 99,92% |
10/07/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 2 457 200 | 2 457 200 | 2 457 200 | 2 457 200 | 1 778 410 CHF | 1 802 990 CHF | 100,00% | 100,00% |
09/07/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 2 472 000 | 2 472 000 | 2 472 000 | 2 472 000 | 1 777 610 CHF | 1 802 330 CHF | 100,00% | 100,00% |
08/07/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 2 425 900 | 2 425 900 | 2 425 900 | 2 425 900 | 1 767 700 CHF | 1 791 960 CHF | 100,00% | 100,00% |
05/07/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 2 489 500 | 2 489 500 | 2 489 500 | 2 489 500 | 1 802 260 CHF | 1 827 160 CHF | 100,00% | 100,00% |
04/07/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 2 437 600 | 2 437 600 | 2 437 600 | 2 437 600 | 1 776 010 CHF | 1 800 380 CHF | 100,00% | 100,00% |
03/07/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 2 430 400 | 2 430 400 | 2 430 400 | 2 430 400 | 1 789 750 CHF | 1 814 050 CHF | 100,00% | 100,00% |