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 | 0,54% | 1,85 CHF | 1,86 CHF | 390 000 | 390 000 | 389 954 | 389 954 | 720 785 CHF | 724 685 CHF | 99,99% | 99,99% |
15/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 691 282 CHF | 695 131 CHF | 100,00% | 100,00% |
12/07/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 673 026 CHF | 676 821 CHF | 100,00% | 100,00% |
11/07/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 390 000 | 390 000 | 385 171 | 385 171 | 690 454 CHF | 694 308 CHF | 100,00% | 100,00% |
10/07/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 390 000 | 390 000 | 399 258 | 399 258 | 747 819 CHF | 751 812 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 746 489 CHF | 750 472 CHF | 99,74% | 99,74% |
08/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 707 873 CHF | 711 766 CHF | 99,30% | 99,30% |
05/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 700 506 CHF | 704 394 CHF | 100,00% | 100,00% |
04/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 709 044 CHF | 712 929 CHF | 99,64% | 99,64% |
03/07/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 715 556 CHF | 719 468 CHF | 100,00% | 100,00% |