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 | - | 1,02 CHF | - CHF | 402 600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,88% |
15/07/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 361 800 | 361 800 | 228 974 | 228 974 | 231 904 CHF | 234 206 CHF | 1,53% | 99,97% |
12/07/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 391 500 | 391 500 | 135 567 | 135 567 | 140 205 CHF | 141 562 CHF | 100,00% | 100,00% |
11/07/2024 | 1,11% | 1,00 CHF | 1,01 CHF | 448 500 | 448 500 | 154 866 | 154 866 | 147 574 CHF | 149 129 CHF | 99,99% | 99,99% |
10/07/2024 | 1,17% | 0,92 CHF | 0,93 CHF | 475 500 | 475 500 | 161 412 | 161 412 | 142 628 CHF | 144 244 CHF | 100,00% | 100,00% |
09/07/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 456 800 | 456 800 | 158 213 | 158 213 | 133 584 CHF | 135 168 CHF | 100,00% | 100,00% |
08/07/2024 | 1,20% | 0,86 CHF | 0,87 CHF | 474 100 | 474 100 | 164 856 | 164 856 | 140 836 CHF | 142 486 CHF | 100,00% | 100,00% |
05/07/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 446 800 | 446 800 | 154 481 | 154 481 | 133 211 CHF | 134 758 CHF | 99,81% | 99,81% |
04/07/2024 | 1,58% | 0,89 CHF | 0,92 CHF | 44 700 | 44 700 | 68 289 | 68 289 | 60 946 CHF | 61 821 CHF | 99,49% | 99,49% |
03/07/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 437 500 | 437 500 | 154 633 | 154 633 | 139 197 CHF | 140 745 CHF | 100,00% | 100,00% |