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 | 0,54% | 1,86 CHF | 1,87 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 399 059 CHF | 401 200 CHF | 99,99% | 99,99% |
15/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 400 598 CHF | 402 739 CHF | 100,00% | 100,00% |
12/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 403 735 CHF | 405 876 CHF | 99,95% | 99,95% |
11/07/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 215 000 | 215 000 | 213 907 | 213 907 | 398 807 CHF | 400 948 CHF | 99,74% | 99,74% |
10/07/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 215 000 | 215 000 | 214 126 | 214 126 | 397 914 CHF | 400 055 CHF | 99,99% | 99,99% |
09/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 220 000 | 220 000 | 216 030 | 216 030 | 397 450 CHF | 399 610 CHF | 100,00% | 100,00% |
08/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 404 119 CHF | 406 261 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 401 926 CHF | 404 067 CHF | 99,91% | 99,91% |
04/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 398 884 CHF | 401 025 CHF | 100,00% | 100,00% |
03/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 215 000 | 215 000 | 216 959 | 216 959 | 397 487 CHF | 399 656 CHF | 100,00% | 100,00% |