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 | 1,10% | 0,90 CHF | 0,91 CHF | 789 100 | 789 100 | 789 078 | 789 100 | 716 205 CHF | 724 116 CHF | 100,00% | 100,00% |
15/07/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 915 000 | 915 000 | 915 000 | 915 000 | 723 958 CHF | 733 108 CHF | 100,00% | 100,00% |
12/07/2024 | 1,28% | 0,71 CHF | 0,72 CHF | 766 300 | 766 300 | 766 300 | 766 219 | 595 219 CHF | 602 816 CHF | 100,00% | 100,00% |
11/07/2024 | 1,14% | 0,83 CHF | 0,84 CHF | 697 200 | 697 200 | 697 200 | 697 200 | 610 509 CHF | 617 481 CHF | 99,99% | 99,99% |
10/07/2024 | 1,03% | 0,93 CHF | 0,94 CHF | 620 300 | 620 300 | 620 300 | 620 300 | 600 689 CHF | 606 892 CHF | 100,00% | 100,00% |
09/07/2024 | 1,03% | 1,06 CHF | 1,07 CHF | 748 600 | 748 600 | 747 773 | 747 773 | 725 867 CHF | 733 353 CHF | 100,00% | 100,00% |
08/07/2024 | 1,26% | 0,86 CHF | 0,87 CHF | 812 600 | 812 600 | 812 600 | 812 600 | 642 806 CHF | 650 932 CHF | 100,00% | 100,00% |
05/07/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 841 300 | 841 300 | 841 300 | 841 300 | 643 846 CHF | 652 259 CHF | 99,64% | 99,64% |
04/07/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 751 700 | 751 700 | 751 700 | 751 700 | 597 664 CHF | 605 181 CHF | 99,27% | 99,27% |
03/07/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 632 100 | 632 100 | 632 100 | 632 100 | 550 564 CHF | 556 885 CHF | 100,00% | 100,00% |