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 | 0,56% | 1,78 CHF | 1,79 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 694 026 CHF | 697 925 CHF | 99,99% | 99,99% |
15/07/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 664 675 CHF | 668 523 CHF | 100,00% | 100,00% |
12/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 646 710 CHF | 650 506 CHF | 100,00% | 100,00% |
11/07/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 390 000 | 390 000 | 385 153 | 385 153 | 663 837 CHF | 667 691 CHF | 99,99% | 99,99% |
10/07/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 720 578 CHF | 724 571 CHF | 100,00% | 100,00% |
09/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 721 288 CHF | 725 272 CHF | 99,77% | 99,77% |
08/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 683 549 CHF | 687 442 CHF | 99,26% | 99,26% |
05/07/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 675 806 CHF | 679 693 CHF | 100,00% | 100,00% |
04/07/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 390 000 | 390 000 | 388 460 | 388 460 | 684 794 CHF | 688 678 CHF | 99,54% | 99,54% |
03/07/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 691 123 CHF | 695 034 CHF | 100,00% | 100,00% |