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 | 0,49% | 2,15 CHF | 2,16 CHF | 112 000 | 112 000 | 111 787 | 111 787 | 231 347 CHF | 232 466 CHF | 99,67% | 99,67% |
15/07/2024 | 0,43% | 2,20 CHF | 2,21 CHF | 105 000 | 105 000 | 103 231 | 103 231 | 241 162 CHF | 242 195 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 112 000 | 112 000 | 111 825 | 111 825 | 253 945 CHF | 255 065 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 122 000 | 122 000 | 120 847 | 120 847 | 258 919 CHF | 260 129 CHF | 99,54% | 99,54% |
10/07/2024 | 0,54% | 1,98 CHF | 1,99 CHF | 133 000 | 133 000 | 132 714 | 132 714 | 247 747 CHF | 249 076 CHF | 100,00% | 100,00% |
09/07/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 133 000 | 133 000 | 130 891 | 130 891 | 249 028 CHF | 250 338 CHF | 100,00% | 100,00% |
08/07/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 137 000 | 137 000 | 135 485 | 135 485 | 249 741 CHF | 251 097 CHF | 100,00% | 100,00% |
05/07/2024 | 0,54% | 1,78 CHF | 1,79 CHF | 131 000 | 131 000 | 128 951 | 128 951 | 242 070 CHF | 243 361 CHF | 99,93% | 99,93% |
04/07/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 135 000 | 135 000 | 133 983 | 133 983 | 248 022 CHF | 249 363 CHF | 100,00% | 100,00% |
03/07/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 136 000 | 136 000 | 134 818 | 134 818 | 244 006 CHF | 245 356 CHF | 100,00% | 100,00% |