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 | 0,53% | 1,88 CHF | 1,89 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 733 299 CHF | 737 198 CHF | 100,00% | 100,00% |
15/07/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 703 418 CHF | 707 267 CHF | 100,00% | 100,00% |
12/07/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 684 829 CHF | 688 624 CHF | 100,00% | 100,00% |
11/07/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 390 000 | 390 000 | 385 154 | 385 154 | 702 459 CHF | 706 313 CHF | 99,99% | 99,99% |
10/07/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 760 540 CHF | 764 533 CHF | 100,00% | 100,00% |
09/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 761 156 CHF | 765 140 CHF | 99,77% | 99,77% |
08/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 722 488 CHF | 726 381 CHF | 99,26% | 99,26% |
05/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 714 763 CHF | 718 650 CHF | 100,00% | 100,00% |
04/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 723 680 CHF | 727 565 CHF | 99,60% | 99,60% |
03/07/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 730 296 CHF | 734 207 CHF | 100,00% | 100,00% |