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 | 0,51% | 1,96 CHF | 1,97 CHF | 126 000 | 126 000 | 126 390 | 126 390 | 245 452 CHF | 246 716 CHF | 100,00% | 100,00% |
15/07/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 125 000 | 125 000 | 124 098 | 124 098 | 252 655 CHF | 253 896 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 125 000 | 125 000 | 124 275 | 124 275 | 251 176 CHF | 252 419 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 125 000 | 125 000 | 123 904 | 123 904 | 252 525 CHF | 253 765 CHF | 99,99% | 99,99% |
10/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 125 000 | 125 000 | 125 353 | 125 353 | 248 624 CHF | 249 877 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 126 000 | 126 000 | 125 828 | 125 828 | 248 173 CHF | 249 431 CHF | 100,00% | 100,00% |
08/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 126 000 | 126 000 | 126 255 | 126 255 | 246 044 CHF | 247 307 CHF | 100,00% | 100,00% |
05/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 127 000 | 127 000 | 126 926 | 126 926 | 244 475 CHF | 245 744 CHF | 99,99% | 99,99% |
04/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 126 000 | 126 000 | 126 065 | 126 065 | 247 313 CHF | 248 574 CHF | 100,00% | 100,00% |
03/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 127 000 | 127 000 | 126 936 | 126 936 | 245 086 CHF | 246 355 CHF | 100,00% | 100,00% |