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 | 0,43% | 2,30 CHF | 2,31 CHF | 500 000 | 500 000 | 499 879 | 499 879 | 1 158 650 CHF | 1 163 650 CHF | 100,00% | 100,00% |
15/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 111 580 CHF | 1 116 580 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 068 460 CHF | 1 073 460 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 102 060 CHF | 1 107 060 CHF | 71,57% | 71,57% |
10/07/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 134 490 CHF | 1 139 490 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 099 030 CHF | 1 104 030 CHF | 100,00% | 100,00% |
08/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 070 120 CHF | 1 075 120 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 011 240 CHF | 1 016 240 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 036 590 CHF | 1 041 590 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 062 540 CHF | 1 067 540 CHF | 100,00% | 100,00% |