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 | 0,46% | 2,16 CHF | 2,17 CHF | 421 600 | 421 600 | 421 600 | 421 600 | 906 641 CHF | 910 857 CHF | 99,99% | 99,99% |
15/07/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 385 100 | 385 100 | 385 100 | 385 100 | 916 658 CHF | 920 508 CHF | 99,99% | 99,99% |
12/07/2024 | 0,41% | 2,56 CHF | 2,57 CHF | 418 700 | 418 700 | 418 700 | 418 700 | 1 021 700 CHF | 1 025 880 CHF | 100,00% | 100,00% |
11/07/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 438 900 | 438 900 | 438 900 | 438 900 | 993 613 CHF | 998 002 CHF | 99,99% | 99,99% |
10/07/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 464 900 | 464 900 | 464 900 | 464 900 | 987 076 CHF | 991 724 CHF | 99,99% | 99,99% |
09/07/2024 | 0,47% | 1,99 CHF | 2,00 CHF | 413 000 | 413 000 | 412 545 | 412 545 | 887 684 CHF | 891 814 CHF | 100,00% | 100,00% |
08/07/2024 | 0,40% | 2,35 CHF | 2,36 CHF | 393 700 | 393 700 | 393 700 | 393 700 | 978 381 CHF | 982 318 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 2,43 CHF | 2,44 CHF | 386 100 | 386 100 | 386 100 | 386 100 | 984 401 CHF | 988 262 CHF | 99,64% | 99,64% |
04/07/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 408 200 | 408 200 | 408 200 | 408 200 | 1 016 500 CHF | 1 020 580 CHF | 99,27% | 99,27% |
03/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 443 100 | 443 100 | 443 100 | 443 100 | 1 042 540 CHF | 1 046 970 CHF | 100,00% | 100,00% |