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 | 0,39% | 2,59 CHF | 2,60 CHF | 126 000 | 126 000 | 126 390 | 126 390 | 325 407 CHF | 326 671 CHF | 100,00% | 100,00% |
15/07/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 125 000 | 125 000 | 124 098 | 124 098 | 330 972 CHF | 332 213 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 125 000 | 125 000 | 124 275 | 124 275 | 329 638 CHF | 330 881 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 125 000 | 125 000 | 123 908 | 123 908 | 330 735 CHF | 331 975 CHF | 100,00% | 100,00% |
10/07/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 125 000 | 125 000 | 125 353 | 125 353 | 327 708 CHF | 328 962 CHF | 100,00% | 100,00% |
09/07/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 126 000 | 126 000 | 125 814 | 125 814 | 327 621 CHF | 328 879 CHF | 100,00% | 100,00% |
08/07/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 126 000 | 126 000 | 126 255 | 126 255 | 325 800 CHF | 327 062 CHF | 99,70% | 99,70% |
05/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 127 000 | 127 000 | 126 927 | 126 927 | 324 621 CHF | 325 890 CHF | 100,00% | 100,00% |
04/07/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 126 000 | 126 000 | 126 065 | 126 065 | 326 834 CHF | 328 094 CHF | 100,00% | 100,00% |
03/07/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 127 000 | 127 000 | 126 936 | 126 936 | 325 193 CHF | 326 462 CHF | 100,00% | 100,00% |