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 | 0,60% | 1,65 CHF | 1,66 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 644 420 CHF | 648 319 CHF | 99,99% | 99,99% |
15/07/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 616 079 CHF | 619 928 CHF | 100,00% | 100,00% |
12/07/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 598 724 CHF | 602 519 CHF | 100,00% | 100,00% |
11/07/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 390 000 | 390 000 | 385 159 | 385 159 | 615 001 CHF | 618 855 CHF | 100,00% | 100,00% |
10/07/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 390 000 | 390 000 | 399 256 | 399 256 | 669 478 CHF | 673 470 CHF | 100,00% | 100,00% |
09/07/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 669 142 CHF | 673 126 CHF | 99,73% | 99,73% |
08/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 632 441 CHF | 636 334 CHF | 99,31% | 99,31% |
05/07/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 624 715 CHF | 628 602 CHF | 100,00% | 100,00% |
04/07/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 633 637 CHF | 637 521 CHF | 99,57% | 99,57% |
03/07/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 639 058 CHF | 642 970 CHF | 100,00% | 100,00% |