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 | 0,74% | 41,35 % | 41,66 % | 483 000 | 480 000 | 481 093 | 477 507 | 199 803 CHF | 199 795 CHF | 99,97% | 99,97% |
15/07/2024 | 0,75% | 41,61 % | 41,92 % | 480 000 | 477 000 | 471 945 | 468 425 | 199 785 CHF | 199 793 CHF | 99,98% | 99,98% |
12/07/2024 | 0,74% | 42,99 % | 43,31 % | 465 000 | 461 000 | 465 451 | 461 982 | 199 785 CHF | 199 774 CHF | 99,98% | 99,98% |
11/07/2024 | 0,75% | 42,57 % | 42,89 % | 469 000 | 466 000 | 472 865 | 469 306 | 199 793 CHF | 199 791 CHF | 99,93% | 99,93% |
10/07/2024 | 0,75% | 42,32 % | 42,64 % | 472 000 | 469 000 | 472 547 | 469 028 | 199 789 CHF | 199 802 CHF | 99,99% | 99,99% |
09/07/2024 | 0,75% | 41,48 % | 41,79 % | 482 000 | 478 000 | 479 035 | 475 395 | 199 811 CHF | 199 791 CHF | 100,00% | 100,00% |
08/07/2024 | 0,76% | 41,97 % | 42,29 % | 476 000 | 472 000 | 473 601 | 470 104 | 199 782 CHF | 199 811 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 42,38 % | 42,70 % | 471 000 | 468 000 | 472 850 | 469 282 | 199 794 CHF | 199 786 CHF | 99,99% | 99,99% |
04/07/2024 | 0,76% | 42,25 % | 42,57 % | 473 000 | 469 000 | 473 675 | 470 078 | 199 791 CHF | 199 778 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 41,81 % | 42,13 % | 478 000 | 474 000 | 476 662 | 473 034 | 199 790 CHF | 199 771 CHF | 99,97% | 99,97% |