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 | 0,45% | 2,28 CHF | 2,29 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 324 913 CHF | 326 363 CHF | 100,00% | 100,00% |
15/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 327 783 CHF | 329 233 CHF | 99,99% | 99,99% |
12/07/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 145 000 | 145 000 | 147 010 | 147 010 | 320 500 CHF | 321 970 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 150 000 | 150 000 | 149 869 | 149 869 | 319 153 CHF | 320 653 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 150 000 | 150 000 | 150 006 | 150 006 | 305 019 CHF | 306 519 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 155 000 | 155 000 | 152 783 | 152 783 | 306 428 CHF | 307 957 CHF | 99,77% | 99,77% |
08/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 155 000 | 155 000 | 155 000 | 155 000 | 305 261 CHF | 306 811 CHF | 99,29% | 99,29% |
05/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 155 000 | 155 000 | 152 962 | 152 962 | 306 812 CHF | 308 342 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 155 000 | 155 000 | 155 000 | 155 000 | 301 192 CHF | 302 742 CHF | 99,63% | 99,63% |
03/07/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 150 000 | 150 000 | 150 054 | 150 054 | 306 687 CHF | 308 187 CHF | 100,00% | 100,00% |