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 | 0,43% | 2,36 CHF | 2,37 CHF | 126 000 | 126 000 | 126 391 | 126 391 | 296 172 CHF | 297 435 CHF | 100,00% | 100,00% |
15/07/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 125 000 | 125 000 | 124 098 | 124 098 | 302 323 CHF | 303 564 CHF | 100,00% | 100,00% |
12/07/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 125 000 | 125 000 | 124 275 | 124 275 | 300 915 CHF | 302 158 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 125 000 | 125 000 | 123 904 | 123 904 | 302 083 CHF | 303 323 CHF | 99,98% | 99,98% |
10/07/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 125 000 | 125 000 | 125 353 | 125 353 | 298 790 CHF | 300 043 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 126 000 | 126 000 | 125 813 | 125 813 | 298 510 CHF | 299 768 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 126 000 | 126 000 | 126 255 | 126 255 | 296 621 CHF | 297 883 CHF | 99,70% | 99,70% |
05/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 127 000 | 127 000 | 126 926 | 126 926 | 295 319 CHF | 296 589 CHF | 100,00% | 100,00% |
04/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 126 000 | 126 000 | 126 065 | 126 065 | 297 753 CHF | 299 014 CHF | 100,00% | 100,00% |
03/07/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 127 000 | 127 000 | 126 936 | 126 936 | 295 904 CHF | 297 173 CHF | 100,00% | 100,00% |