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 | 0,41% | 2,43 CHF | 2,44 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 521 064 CHF | 523 205 CHF | 100,00% | 100,00% |
15/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 522 608 CHF | 524 749 CHF | 100,00% | 100,00% |
12/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 525 627 CHF | 527 768 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 215 000 | 215 000 | 213 913 | 213 913 | 520 461 CHF | 522 602 CHF | 99,99% | 99,99% |
10/07/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 215 000 | 215 000 | 214 124 | 214 124 | 519 894 CHF | 522 036 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 220 000 | 220 000 | 216 030 | 216 030 | 520 087 CHF | 522 247 CHF | 100,00% | 100,00% |
08/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 525 498 CHF | 527 640 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 523 605 CHF | 525 746 CHF | 100,00% | 100,00% |
04/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 520 250 CHF | 522 392 CHF | 100,00% | 100,00% |
03/07/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 215 000 | 215 000 | 216 962 | 216 962 | 520 701 CHF | 522 871 CHF | 100,00% | 100,00% |