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 | 1,53% | 0,66 CHF | 0,67 CHF | 1 000 000 | 1 000 000 | 991 830 | 991 830 | 656 010 CHF | 666 010 CHF | 98,81% | 98,81% |
15/07/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 632 625 CHF | 642 625 CHF | 99,10% | 99,10% |
12/07/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 652 721 CHF | 662 721 CHF | 95,39% | 95,39% |
11/07/2024 | 1,62% | 0,66 CHF | 0,67 CHF | 1 000 000 | 1 000 000 | 981 893 | 981 893 | 660 864 CHF | 670 790 CHF | 99,12% | 99,12% |
10/07/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 679 532 CHF | 689 532 CHF | 100,00% | 100,00% |
09/07/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 996 503 | 996 503 | 663 577 CHF | 673 577 CHF | 100,00% | 100,00% |
08/07/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 1 000 000 | 1 000 000 | 998 285 | 998 285 | 642 892 CHF | 652 892 CHF | 100,00% | 100,00% |
05/07/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 675 819 CHF | 685 819 CHF | 99,82% | 99,82% |
04/07/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 707 229 CHF | 717 229 CHF | 99,93% | 99,93% |
03/07/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 732 457 CHF | 742 457 CHF | 100,00% | 100,00% |