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 | 0,83% | 2,38 CHF | 2,40 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 232 543 CHF | 234 491 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 2,36 CHF | 2,38 CHF | 97 000 | 97 000 | 96 255 | 96 255 | 224 381 CHF | 226 306 CHF | 100,00% | 100,00% |
12/07/2024 | 0,86% | 2,34 CHF | 2,36 CHF | 96 000 | 96 000 | 96 229 | 96 229 | 223 637 CHF | 225 562 CHF | 100,00% | 100,00% |
11/07/2024 | 0,85% | 2,30 CHF | 2,32 CHF | 96 000 | 96 000 | 96 683 | 96 683 | 227 694 CHF | 229 629 CHF | 99,98% | 99,98% |
10/07/2024 | 0,81% | 2,42 CHF | 2,44 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 241 914 CHF | 243 887 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 2,46 CHF | 2,48 CHF | 99 000 | 99 000 | 97 597 | 97 597 | 234 533 CHF | 236 487 CHF | 99,76% | 99,76% |
08/07/2024 | 0,80% | 2,50 CHF | 2,52 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 245 768 CHF | 247 750 CHF | 99,30% | 99,30% |
05/07/2024 | 0,80% | 2,49 CHF | 2,51 CHF | 99 000 | 99 000 | 99 200 | 99 200 | 246 559 CHF | 248 543 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 2,50 CHF | 2,52 CHF | 100 000 | 100 000 | 99 748 | 99 748 | 250 598 CHF | 252 592 CHF | 99,63% | 99,63% |
03/07/2024 | 0,79% | 2,54 CHF | 2,56 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 253 848 CHF | 255 851 CHF | 100,00% | 100,00% |