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 | 0,68% | 1,46 CHF | 1,47 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 567 587 CHF | 571 487 CHF | 100,00% | 100,00% |
15/07/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 540 186 CHF | 544 035 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 523 969 CHF | 527 764 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 390 000 | 390 000 | 385 146 | 385 146 | 539 287 CHF | 543 141 CHF | 99,99% | 99,99% |
10/07/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 390 000 | 390 000 | 399 251 | 399 251 | 591 203 CHF | 595 196 CHF | 100,00% | 100,00% |
09/07/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 590 864 CHF | 594 848 CHF | 99,74% | 99,74% |
08/07/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 555 886 CHF | 559 779 CHF | 99,32% | 99,32% |
05/07/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 548 315 CHF | 552 203 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 557 187 CHF | 561 071 CHF | 99,59% | 99,59% |
03/07/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 562 762 CHF | 566 673 CHF | 100,00% | 100,00% |