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 | 0,92% | 1,07 CHF | 1,08 CHF | 384 000 | 384 000 | 382 388 | 382 388 | 416 874 CHF | 420 702 CHF | 100,00% | 100,00% |
15/07/2024 | 0,99% | 1,06 CHF | 1,07 CHF | 403 000 | 403 000 | 396 097 | 396 097 | 402 975 CHF | 406 940 CHF | 97,35% | 97,35% |
12/07/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 375 000 | 375 000 | 372 742 | 372 742 | 386 910 CHF | 390 642 CHF | 100,00% | 100,00% |
11/07/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 355 000 | 355 000 | 352 027 | 352 027 | 379 366 CHF | 382 890 CHF | 99,71% | 99,71% |
10/07/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 335 000 | 335 000 | 333 151 | 333 151 | 392 754 CHF | 396 089 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 340 000 | 340 000 | 335 198 | 335 198 | 390 677 CHF | 394 033 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 331 000 | 331 000 | 327 042 | 327 042 | 388 830 CHF | 392 104 CHF | 99,72% | 99,72% |
05/07/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 344 000 | 344 000 | 339 302 | 339 302 | 400 221 CHF | 403 617 CHF | 99,76% | 99,76% |
04/07/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 332 000 | 332 000 | 329 876 | 329 876 | 392 740 CHF | 396 042 CHF | 100,00% | 100,00% |
03/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 332 000 | 332 000 | 329 161 | 329 161 | 397 470 CHF | 400 765 CHF | 100,00% | 100,00% |