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 | 0,52% | 1,92 CHF | 1,93 CHF | 116 000 | 116 000 | 114 866 | 114 866 | 220 089 CHF | 221 238 CHF | 99,99% | 99,99% |
15/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 114 000 | 114 000 | 113 481 | 113 481 | 225 244 CHF | 226 379 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 112 000 | 112 000 | 111 526 | 111 526 | 227 680 CHF | 228 795 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 112 000 | 112 000 | 113 319 | 113 319 | 224 757 CHF | 225 890 CHF | 100,00% | 100,00% |
10/07/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 114 000 | 114 000 | 115 903 | 115 903 | 218 190 CHF | 219 349 CHF | 99,99% | 99,99% |
09/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 118 000 | 118 000 | 116 883 | 116 883 | 216 495 CHF | 217 664 CHF | 100,00% | 100,00% |
08/07/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 118 000 | 118 000 | 117 466 | 117 466 | 217 048 CHF | 218 222 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 118 000 | 118 000 | 115 871 | 115 871 | 219 009 CHF | 220 168 CHF | 99,79% | 99,79% |
04/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 116 000 | 116 000 | 115 889 | 115 889 | 217 556 CHF | 218 715 CHF | 99,49% | 99,49% |
03/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 116 000 | 116 000 | 115 519 | 115 519 | 220 542 CHF | 221 697 CHF | 99,35% | 99,35% |