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 | 0,64% | 1,55 CHF | 1,56 CHF | 390 000 | 390 000 | 389 957 | 389 957 | 605 666 CHF | 609 565 CHF | 100,00% | 100,00% |
15/07/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 390 000 | 390 000 | 384 856 | 384 856 | 577 829 CHF | 581 678 CHF | 100,00% | 100,00% |
12/07/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 561 015 CHF | 564 810 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 390 000 | 390 000 | 385 164 | 385 164 | 576 779 CHF | 580 633 CHF | 100,00% | 100,00% |
10/07/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 390 000 | 390 000 | 399 257 | 399 257 | 629 910 CHF | 633 903 CHF | 100,00% | 100,00% |
09/07/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 629 649 CHF | 633 632 CHF | 99,73% | 99,73% |
08/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 593 854 CHF | 597 747 CHF | 99,31% | 99,31% |
05/07/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 586 050 CHF | 589 937 CHF | 100,00% | 100,00% |
04/07/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 595 090 CHF | 598 975 CHF | 99,65% | 99,65% |
03/07/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 390 000 | 390 000 | 391 140 | 391 140 | 600 730 CHF | 604 641 CHF | 100,00% | 100,00% |