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 | 0,63% | 1,59 CHF | 1,60 CHF | 120 300 | 120 300 | 121 098 | 121 098 | 192 328 CHF | 193 539 CHF | 99,36% | 99,36% |
15/07/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 121 800 | 121 800 | 121 079 | 121 079 | 187 234 CHF | 188 445 CHF | 100,00% | 100,00% |
12/07/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 120 600 | 120 600 | 117 911 | 117 911 | 184 678 CHF | 185 857 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 1,52 CHF | 1,53 CHF | 116 100 | 116 100 | 116 100 | 116 100 | 185 580 CHF | 186 741 CHF | 100,00% | 100,00% |
10/07/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 116 100 | 116 100 | 116 160 | 116 160 | 190 184 CHF | 191 345 CHF | 100,00% | 100,00% |
09/07/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 116 300 | 116 300 | 118 218 | 118 218 | 192 841 CHF | 194 024 CHF | 100,00% | 100,00% |
08/07/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 119 700 | 119 700 | 116 877 | 116 877 | 183 717 CHF | 184 886 CHF | 99,99% | 99,99% |
05/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 115 000 | 115 000 | 114 460 | 114 460 | 187 250 CHF | 188 394 CHF | 100,00% | 100,00% |
04/07/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 114 100 | 114 100 | 110 507 | 110 507 | 187 021 CHF | 188 126 CHF | 100,00% | 100,00% |
03/07/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 108 100 | 108 100 | 107 562 | 107 562 | 188 573 CHF | 189 649 CHF | 100,00% | 100,00% |