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 | 0,52% | 1,92 CHF | 1,93 CHF | 285 000 | 285 000 | 282 716 | 282 716 | 541 172 CHF | 543 999 CHF | 100,00% | 100,00% |
15/07/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 280 000 | 280 000 | 279 240 | 279 240 | 541 168 CHF | 543 960 CHF | 100,00% | 100,00% |
12/07/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 280 000 | 280 000 | 283 002 | 283 002 | 538 253 CHF | 541 083 CHF | 100,00% | 100,00% |
11/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 290 000 | 290 000 | 288 402 | 288 402 | 530 038 CHF | 532 925 CHF | 100,00% | 100,00% |
10/07/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 290 000 | 290 000 | 292 818 | 292 818 | 523 842 CHF | 526 770 CHF | 100,00% | 100,00% |
09/07/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 300 000 | 300 000 | 292 844 | 292 844 | 523 887 CHF | 526 816 CHF | 99,71% | 99,71% |
08/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 290 000 | 290 000 | 288 795 | 288 795 | 533 319 CHF | 536 207 CHF | 99,29% | 99,29% |
05/07/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 290 000 | 290 000 | 284 905 | 284 905 | 533 986 CHF | 536 835 CHF | 99,98% | 99,98% |
04/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 290 000 | 290 000 | 288 800 | 288 800 | 530 087 CHF | 532 975 CHF | 99,63% | 99,63% |
03/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 290 000 | 290 000 | 290 662 | 290 662 | 527 228 CHF | 530 134 CHF | 100,00% | 100,00% |