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 | 0,51% | 1,95 CHF | 1,96 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 758 857 CHF | 762 756 CHF | 99,99% | 99,99% |
15/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 728 992 CHF | 732 840 CHF | 100,00% | 100,00% |
12/07/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 710 101 CHF | 713 897 CHF | 100,00% | 100,00% |
11/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 390 000 | 390 000 | 385 161 | 385 161 | 727 860 CHF | 731 715 CHF | 100,00% | 100,00% |
10/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 390 000 | 390 000 | 399 251 | 399 251 | 786 420 CHF | 790 413 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 785 562 CHF | 789 546 CHF | 99,74% | 99,74% |
08/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 745 956 CHF | 749 849 CHF | 99,27% | 99,27% |
05/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 738 366 CHF | 742 253 CHF | 100,00% | 100,00% |
04/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 747 212 CHF | 751 097 CHF | 99,59% | 99,59% |
03/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 754 015 CHF | 757 926 CHF | 100,00% | 100,00% |