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 | 0,60% | 1,68 CHF | 1,69 CHF | 285 000 | 285 000 | 282 720 | 282 720 | 473 551 CHF | 476 378 CHF | 99,99% | 99,99% |
15/07/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 280 000 | 280 000 | 279 238 | 279 238 | 474 389 CHF | 477 182 CHF | 99,99% | 99,99% |
12/07/2024 | 0,60% | 1,75 CHF | 1,76 CHF | 280 000 | 280 000 | 283 001 | 283 001 | 470 762 CHF | 473 592 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 290 000 | 290 000 | 288 512 | 288 512 | 461 369 CHF | 464 256 CHF | 100,00% | 100,00% |
10/07/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 290 000 | 290 000 | 292 818 | 292 818 | 454 104 CHF | 457 032 CHF | 100,00% | 100,00% |
09/07/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 300 000 | 300 000 | 292 855 | 292 855 | 454 351 CHF | 457 280 CHF | 99,77% | 99,77% |
08/07/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 290 000 | 290 000 | 288 795 | 288 795 | 464 804 CHF | 467 692 CHF | 99,26% | 99,26% |
05/07/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 290 000 | 290 000 | 284 906 | 284 906 | 466 320 CHF | 469 169 CHF | 100,00% | 100,00% |
04/07/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 290 000 | 290 000 | 288 799 | 288 799 | 461 481 CHF | 464 369 CHF | 99,54% | 99,54% |
03/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 290 000 | 290 000 | 290 662 | 290 662 | 457 969 CHF | 460 876 CHF | 100,00% | 100,00% |