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 | 0,51% | 1,98 CHF | 1,99 CHF | 149 000 | 149 000 | 149 000 | 149 000 | 293 422 CHF | 294 912 CHF | 100,00% | 100,00% |
15/07/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 149 000 | 149 000 | 146 295 | 146 295 | 294 911 CHF | 296 374 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 145 000 | 145 000 | 146 079 | 146 079 | 294 669 CHF | 296 130 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 145 000 | 145 000 | 144 872 | 144 872 | 298 112 CHF | 299 562 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 295 186 CHF | 296 636 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 297 295 CHF | 298 745 CHF | 100,00% | 100,00% |
08/07/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 145 000 | 145 000 | 144 921 | 144 921 | 303 521 CHF | 304 970 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 145 000 | 145 000 | 142 392 | 142 392 | 301 265 CHF | 302 689 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 297 964 CHF | 299 414 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 302 563 CHF | 304 013 CHF | 100,00% | 100,00% |