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 | 0,50% | 1,98 CHF | 1,99 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 426 036 CHF | 428 178 CHF | 100,00% | 100,00% |
15/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 427 369 CHF | 429 510 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 430 395 CHF | 432 536 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 215 000 | 215 000 | 213 905 | 213 905 | 425 245 CHF | 427 386 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 215 000 | 215 000 | 214 125 | 214 125 | 424 697 CHF | 426 838 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 220 000 | 220 000 | 216 029 | 216 029 | 423 920 CHF | 426 080 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 430 884 CHF | 433 026 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 428 507 CHF | 430 648 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 425 272 CHF | 427 413 CHF | 100,00% | 100,00% |
03/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 215 000 | 215 000 | 216 960 | 216 960 | 424 621 CHF | 426 791 CHF | 100,00% | 100,00% |