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 | 0,53% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 214 121 | 214 121 | 401 158 CHF | 403 300 CHF | 99,99% | 99,99% |
15/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 215 000 | 215 000 | 214 114 | 214 114 | 402 682 CHF | 404 823 CHF | 100,00% | 100,00% |
12/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 405 790 CHF | 407 931 CHF | 100,00% | 100,00% |
11/07/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 215 000 | 215 000 | 213 990 | 213 990 | 401 042 CHF | 403 183 CHF | 100,00% | 100,00% |
10/07/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 215 000 | 215 000 | 214 123 | 214 123 | 400 000 CHF | 402 141 CHF | 100,00% | 100,00% |
09/07/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 220 000 | 220 000 | 216 033 | 216 033 | 399 564 CHF | 401 725 CHF | 100,00% | 100,00% |
08/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 406 205 CHF | 408 346 CHF | 99,99% | 99,99% |
05/07/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 404 034 CHF | 406 175 CHF | 100,00% | 100,00% |
04/07/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 214 113 | 214 113 | 400 948 CHF | 403 089 CHF | 100,00% | 100,00% |
03/07/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 215 000 | 215 000 | 216 963 | 216 963 | 399 602 CHF | 401 772 CHF | 100,00% | 100,00% |