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 | 0,57% | 1,75 CHF | 1,76 CHF | 390 000 | 390 000 | 389 957 | 389 957 | 682 472 CHF | 686 372 CHF | 100,00% | 100,00% |
15/07/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 653 440 CHF | 657 289 CHF | 100,00% | 100,00% |
12/07/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 635 655 CHF | 639 451 CHF | 100,00% | 100,00% |
11/07/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 390 000 | 390 000 | 385 153 | 385 153 | 652 534 CHF | 656 388 CHF | 99,98% | 99,98% |
10/07/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 390 000 | 390 000 | 399 252 | 399 252 | 708 630 CHF | 712 623 CHF | 100,00% | 100,00% |
09/07/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 707 851 CHF | 711 835 CHF | 99,74% | 99,74% |
08/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 670 190 CHF | 674 083 CHF | 99,32% | 99,32% |
05/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 662 790 CHF | 666 677 CHF | 100,00% | 100,00% |
04/07/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 671 290 CHF | 675 175 CHF | 99,63% | 99,63% |
03/07/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 390 000 | 390 000 | 391 140 | 391 140 | 677 547 CHF | 681 459 CHF | 100,00% | 100,00% |