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 | 0,73% | 1,36 CHF | 1,37 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 529 331 CHF | 533 231 CHF | 99,99% | 99,99% |
15/07/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 502 512 CHF | 506 361 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 486 885 CHF | 490 681 CHF | 100,00% | 100,00% |
11/07/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 390 000 | 390 000 | 385 149 | 385 149 | 501 784 CHF | 505 638 CHF | 99,99% | 99,99% |
10/07/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 552 712 CHF | 556 705 CHF | 100,00% | 100,00% |
09/07/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 552 282 CHF | 556 266 CHF | 99,74% | 99,74% |
08/07/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 518 282 CHF | 522 175 CHF | 99,27% | 99,27% |
05/07/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 510 808 CHF | 514 695 CHF | 99,99% | 99,99% |
04/07/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 519 391 CHF | 523 276 CHF | 99,55% | 99,55% |
03/07/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 524 671 CHF | 528 583 CHF | 100,00% | 100,00% |