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% | 2,25 CHF | 2,26 CHF | 420 600 | 420 600 | 420 508 | 420 508 | 918 247 CHF | 922 453 CHF | 100,00% | 100,00% |
15/07/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 399 700 | 399 700 | 399 700 | 399 700 | 961 359 CHF | 965 356 CHF | 100,00% | 100,00% |
12/07/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 424 300 | 424 300 | 424 300 | 424 300 | 996 592 CHF | 1 000 840 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 449 500 | 449 500 | 449 500 | 449 500 | 1 006 660 CHF | 1 011 150 CHF | 99,91% | 99,91% |
10/07/2024 | 0,50% | 2,10 CHF | 2,11 CHF | 478 800 | 478 800 | 478 800 | 478 800 | 959 546 CHF | 964 334 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 474 600 | 474 600 | 474 600 | 474 600 | 964 953 CHF | 969 699 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 486 600 | 486 600 | 486 600 | 486 600 | 963 856 CHF | 968 722 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 468 700 | 468 700 | 468 700 | 468 700 | 942 077 CHF | 946 764 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 482 200 | 482 200 | 482 200 | 482 200 | 958 388 CHF | 963 210 CHF | 100,00% | 100,00% |
03/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 484 100 | 484 100 | 484 100 | 484 100 | 943 936 CHF | 948 777 CHF | 100,00% | 100,00% |