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% | 1,93 CHF | 1,94 CHF | 164 000 | 164 000 | 163 318 | 163 318 | 315 774 CHF | 317 407 CHF | 100,00% | 100,00% |
15/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 160 000 | 160 000 | 159 558 | 159 558 | 315 460 CHF | 317 056 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 160 000 | 160 000 | 159 340 | 159 340 | 315 533 CHF | 317 127 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 160 000 | 160 000 | 159 249 | 159 249 | 316 333 CHF | 317 927 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 160 000 | 160 000 | 159 341 | 159 341 | 317 256 CHF | 318 849 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 160 000 | 160 000 | 159 500 | 159 500 | 317 392 CHF | 318 987 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 160 000 | 160 000 | 158 357 | 158 357 | 324 723 CHF | 326 307 CHF | 99,99% | 99,99% |
05/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 156 000 | 156 000 | 155 581 | 155 581 | 324 994 CHF | 326 550 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 156 000 | 156 000 | 155 357 | 155 357 | 327 091 CHF | 328 644 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 156 000 | 156 000 | 155 412 | 155 412 | 322 540 CHF | 324 094 CHF | 99,38% | 99,38% |