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 | 0,38% | 2,67 CHF | 2,68 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 316 411 CHF | 317 611 CHF | 100,00% | 100,00% |
15/07/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 120 000 | 120 000 | 116 734 | 116 734 | 314 188 CHF | 315 355 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 313 813 CHF | 315 013 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 120 000 | 120 000 | 119 931 | 119 931 | 307 015 CHF | 308 215 CHF | 99,82% | 99,82% |
10/07/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 298 462 CHF | 299 662 CHF | 99,16% | 99,16% |
09/07/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 120 000 | 120 000 | 119 847 | 119 847 | 301 068 CHF | 302 268 CHF | 99,73% | 99,73% |
08/07/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 300 100 CHF | 301 300 CHF | 99,99% | 99,99% |
05/07/2024 | 0,39% | 2,48 CHF | 2,49 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 304 886 CHF | 306 086 CHF | 99,81% | 99,81% |
04/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 304 997 CHF | 306 197 CHF | 100,00% | 100,00% |
03/07/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 302 078 CHF | 303 278 CHF | 100,00% | 100,00% |