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 | 0,38% | 2,62 CHF | 2,63 CHF | 113 600 | 113 600 | 113 900 | 113 900 | 301 440 CHF | 302 579 CHF | 99,53% | 99,53% |
15/07/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 114 100 | 114 100 | 114 641 | 114 641 | 302 644 CHF | 303 791 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 115 000 | 115 000 | 115 120 | 115 120 | 301 383 CHF | 302 534 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 115 200 | 115 200 | 116 877 | 116 877 | 301 886 CHF | 303 055 CHF | 100,00% | 100,00% |
10/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 118 000 | 118 000 | 118 778 | 118 778 | 301 224 CHF | 302 412 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 119 300 | 119 300 | 119 528 | 119 528 | 301 929 CHF | 303 126 CHF | 100,00% | 100,00% |
08/07/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 119 900 | 119 900 | 118 638 | 118 638 | 297 304 CHF | 298 490 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 117 800 | 117 800 | 118 639 | 118 639 | 302 114 CHF | 303 300 CHF | 99,78% | 99,78% |
04/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 119 300 | 119 300 | 119 180 | 119 180 | 303 104 CHF | 304 296 CHF | 100,00% | 100,00% |
03/07/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 119 100 | 119 100 | 120 774 | 120 774 | 306 191 CHF | 307 399 CHF | 100,00% | 100,00% |