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 | 0,55% | 1,85 CHF | 1,86 CHF | 355 000 | 355 000 | 196 126 | 196 126 | 365 165 CHF | 367 130 CHF | 99,89% | 99,89% |
15/07/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 355 000 | 355 000 | 197 807 | 197 807 | 367 697 CHF | 369 679 CHF | 97,56% | 97,56% |
12/07/2024 | 0,58% | 1,81 CHF | 1,82 CHF | 360 000 | 360 000 | 201 054 | 201 054 | 354 766 CHF | 356 781 CHF | 99,98% | 99,98% |
11/07/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 370 000 | 370 000 | 198 779 | 198 779 | 358 221 CHF | 360 223 CHF | 100,00% | 100,00% |
10/07/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 360 000 | 360 000 | 199 960 | 199 960 | 356 604 CHF | 358 610 CHF | 99,89% | 99,89% |
09/07/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 365 000 | 365 000 | 201 755 | 201 755 | 352 117 CHF | 354 138 CHF | 99,43% | 99,43% |
08/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 370 000 | 370 000 | 204 130 | 204 130 | 350 168 CHF | 352 215 CHF | 100,00% | 100,00% |
05/07/2024 | 0,62% | 1,69 CHF | 1,70 CHF | 370 000 | 370 000 | 206 049 | 206 049 | 340 477 CHF | 342 542 CHF | 99,34% | 99,34% |
04/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 188 000 | 188 000 | 168 917 | 168 917 | 275 261 CHF | 276 950 CHF | 93,44% | 93,44% |
03/07/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 380 000 | 380 000 | 202 360 | 202 360 | 326 476 CHF | 328 502 CHF | 92,25% | 92,25% |