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 | 0,94% | 1,06 CHF | 1,07 CHF | 390 000 | 390 000 | 389 952 | 389 952 | 415 079 CHF | 418 978 CHF | 99,99% | 99,99% |
15/07/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 389 700 CHF | 393 548 CHF | 100,00% | 100,00% |
12/07/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 375 637 CHF | 379 433 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 390 000 | 390 000 | 385 157 | 385 157 | 388 973 CHF | 392 827 CHF | 100,00% | 100,00% |
10/07/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 435 658 CHF | 439 651 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 435 698 CHF | 439 682 CHF | 99,73% | 99,73% |
08/07/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 404 406 CHF | 408 299 CHF | 99,32% | 99,32% |
05/07/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 390 000 | 390 000 | 388 725 | 388 725 | 396 692 CHF | 400 579 CHF | 100,00% | 100,00% |
04/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 405 682 CHF | 409 566 CHF | 99,65% | 99,65% |
03/07/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 410 272 CHF | 414 184 CHF | 100,00% | 100,00% |