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% | 2,20 CHF | 2,21 CHF | 195 000 | 195 000 | 88 473 | 88 473 | 196 079 CHF | 196 965 CHF | 99,89% | 99,89% |
15/07/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 200 000 | 200 000 | 88 823 | 88 823 | 196 940 CHF | 197 829 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 2,22 CHF | 2,23 CHF | 200 000 | 200 000 | 86 696 | 86 696 | 190 657 CHF | 191 533 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 200 000 | 200 000 | 88 687 | 88 687 | 200 162 CHF | 201 051 CHF | 100,00% | 100,00% |
10/07/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 205 000 | 205 000 | 91 701 | 91 701 | 210 110 CHF | 211 031 CHF | 99,89% | 99,89% |
09/07/2024 | 0,55% | 2,30 CHF | 2,31 CHF | 210 000 | 210 000 | 89 159 | 89 159 | 205 029 CHF | 205 962 CHF | 99,65% | 99,65% |
08/07/2024 | 0,47% | 2,31 CHF | 2,32 CHF | 210 000 | 210 000 | 91 238 | 91 238 | 209 126 CHF | 210 067 CHF | 99,32% | 99,32% |
05/07/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 214 559 CHF | 215 494 CHF | 99,89% | 99,89% |
04/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 82 000 | 82 000 | 66 094 | 66 094 | 151 969 CHF | 152 630 CHF | 99,65% | 99,65% |
03/07/2024 | 0,50% | 2,32 CHF | 2,33 CHF | 210 000 | 210 000 | 87 262 | 87 262 | 202 077 CHF | 203 015 CHF | 100,00% | 100,00% |