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 | 0,75% | 53,11 % | 53,51 % | 376 000 | 373 000 | 375 272 | 372 499 | 199 724 CHF | 199 739 CHF | 99,99% | 99,99% |
15/07/2024 | 0,75% | 52,85 % | 53,25 % | 378 000 | 375 000 | 378 007 | 375 170 | 199 745 CHF | 199 740 CHF | 99,95% | 99,95% |
12/07/2024 | 0,75% | 58,66 % | 59,10 % | 340 000 | 338 000 | 342 915 | 340 272 | 199 700 CHF | 199 657 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 57,87 % | 58,30 % | 345 000 | 343 000 | 345 623 | 342 949 | 199 739 CHF | 199 676 CHF | 99,98% | 99,98% |
10/07/2024 | 0,75% | 57,34 % | 57,77 % | 348 000 | 346 000 | 349 896 | 347 300 | 199 685 CHF | 199 697 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 57,06 % | 57,49 % | 350 000 | 347 000 | 347 045 | 344 409 | 199 742 CHF | 199 714 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 57,70 % | 58,13 % | 346 000 | 344 000 | 345 021 | 342 387 | 199 709 CHF | 199 672 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 57,81 % | 58,24 % | 345 000 | 343 000 | 340 497 | 337 974 | 199 710 CHF | 199 718 CHF | 99,99% | 99,99% |
04/07/2024 | 0,75% | 58,26 % | 58,70 % | 343 000 | 340 000 | 343 707 | 341 101 | 199 714 CHF | 199 698 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 57,89 % | 58,32 % | 345 000 | 342 000 | 346 105 | 343 490 | 199 708 CHF | 199 684 CHF | 99,99% | 99,99% |