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 | 1,67% | 0,61 CHF | 0,62 CHF | 1 000 000 | 1 000 000 | 991 839 | 991 839 | 599 145 CHF | 609 145 CHF | 98,81% | 98,81% |
15/07/2024 | 1,71% | 0,59 CHF | 0,60 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 579 855 CHF | 589 855 CHF | 99,09% | 99,09% |
12/07/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 597 751 CHF | 607 751 CHF | 95,40% | 95,40% |
11/07/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 1 000 000 | 1 000 000 | 981 966 | 981 966 | 604 308 CHF | 614 235 CHF | 99,11% | 99,11% |
10/07/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 619 312 CHF | 629 312 CHF | 100,00% | 100,00% |
09/07/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 1 000 000 | 1 000 000 | 996 520 | 996 520 | 604 499 CHF | 614 499 CHF | 100,00% | 100,00% |
08/07/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 1 000 000 | 1 000 000 | 998 285 | 998 285 | 590 019 CHF | 600 019 CHF | 100,00% | 100,00% |
05/07/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 616 919 CHF | 626 919 CHF | 99,82% | 99,82% |
04/07/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 645 723 CHF | 655 723 CHF | 99,93% | 99,93% |
03/07/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 670 105 CHF | 680 105 CHF | 100,00% | 100,00% |