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 | 0,46% | 2,18 CHF | 2,19 CHF | 219 600 | 219 600 | 219 600 | 219 600 | 477 664 CHF | 479 860 CHF | 99,97% | 99,97% |
15/07/2024 | 0,40% | 2,37 CHF | 2,38 CHF | 195 100 | 195 100 | 195 100 | 195 100 | 486 677 CHF | 488 628 CHF | 100,00% | 100,00% |
12/07/2024 | 0,40% | 2,69 CHF | 2,70 CHF | 218 200 | 218 200 | 218 200 | 218 200 | 541 983 CHF | 544 165 CHF | 100,00% | 100,00% |
11/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 224 800 | 224 800 | 224 800 | 224 800 | 528 590 CHF | 530 838 CHF | 99,89% | 99,89% |
10/07/2024 | 0,47% | 2,25 CHF | 2,26 CHF | 247 100 | 247 100 | 247 100 | 247 100 | 529 960 CHF | 532 432 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 2,01 CHF | 2,02 CHF | 216 800 | 216 800 | 216 800 | 216 800 | 472 672 CHF | 474 840 CHF | 100,00% | 100,00% |
08/07/2024 | 0,40% | 2,36 CHF | 2,37 CHF | 212 400 | 212 400 | 212 400 | 212 400 | 526 795 CHF | 528 919 CHF | 98,69% | 98,69% |
05/07/2024 | 0,40% | 2,38 CHF | 2,39 CHF | 209 000 | 209 000 | 209 000 | 209 000 | 525 013 CHF | 527 103 CHF | 100,00% | 100,00% |
04/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 217 000 | 217 000 | 217 000 | 217 000 | 527 459 CHF | 529 629 CHF | 100,00% | 100,00% |
03/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 240 200 | 240 200 | 240 200 | 240 200 | 557 845 CHF | 560 247 CHF | 100,00% | 100,00% |