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 | 0,79% | 1,26 CHF | 1,27 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 491 480 CHF | 495 380 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 464 948 CHF | 468 796 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 449 501 CHF | 453 296 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 390 000 | 390 000 | 385 156 | 385 156 | 463 859 CHF | 467 713 CHF | 99,99% | 99,99% |
10/07/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 513 312 CHF | 517 304 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 513 121 CHF | 517 105 CHF | 99,74% | 99,74% |
08/07/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 480 022 CHF | 483 915 CHF | 99,30% | 99,30% |
05/07/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 390 000 | 390 000 | 388 725 | 388 725 | 472 558 CHF | 476 445 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 481 304 CHF | 485 189 CHF | 99,64% | 99,64% |
03/07/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 486 183 CHF | 490 095 CHF | 100,00% | 100,00% |