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 | 0,40% | 2,51 CHF | 2,52 CHF | 500 000 | 500 000 | 499 879 | 499 879 | 1 248 150 CHF | 1 253 150 CHF | 100,00% | 100,00% |
15/07/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 292 910 CHF | 1 297 910 CHF | 99,99% | 99,99% |
12/07/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 341 490 CHF | 1 346 490 CHF | 100,00% | 100,00% |
11/07/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 500 000 | 500 000 | 500 000 | 499 996 | 1 309 360 CHF | 1 314 350 CHF | 71,55% | 71,55% |
10/07/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 284 050 CHF | 1 289 050 CHF | 100,00% | 100,00% |
09/07/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 320 040 CHF | 1 325 040 CHF | 100,00% | 100,00% |
08/07/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 344 040 CHF | 1 349 040 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 412 110 CHF | 1 417 110 CHF | 100,00% | 100,00% |
04/07/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 393 390 CHF | 1 398 390 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 374 240 CHF | 1 379 240 CHF | 100,00% | 100,00% |