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 | 0,86% | 1,14 CHF | 1,15 CHF | 379 800 | 379 800 | 379 694 | 379 694 | 440 835 CHF | 444 633 CHF | 100,00% | 100,00% |
15/07/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 387 800 | 387 800 | 387 800 | 387 800 | 448 203 CHF | 452 081 CHF | 99,10% | 99,10% |
12/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 375 600 | 375 600 | 375 600 | 375 600 | 429 562 CHF | 433 318 CHF | 100,00% | 100,00% |
11/07/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 375 200 | 375 200 | 375 200 | 375 200 | 431 650 CHF | 435 402 CHF | 99,98% | 99,98% |
10/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 354 400 | 354 400 | 354 400 | 354 400 | 419 601 CHF | 423 145 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 374 100 | 374 100 | 374 100 | 374 100 | 451 293 CHF | 455 034 CHF | 100,00% | 100,00% |
08/07/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 375 800 | 375 800 | 375 800 | 375 800 | 423 102 CHF | 426 860 CHF | 100,00% | 100,00% |
05/07/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 387 900 | 387 900 | 387 900 | 387 900 | 446 035 CHF | 449 914 CHF | 100,00% | 100,00% |
04/07/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 362 700 | 362 700 | 362 700 | 362 700 | 410 356 CHF | 413 983 CHF | 100,00% | 100,00% |
03/07/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 333 000 | 333 000 | 333 000 | 333 000 | 396 040 CHF | 399 370 CHF | 100,00% | 100,00% |