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 | 0,44% | 2,31 CHF | 2,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 374 980 CHF | 460 328 CHF | 87,11% | 87,11% |
15/07/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 437 830 CHF | 481 278 CHF | 92,97% | 92,97% |
12/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 389 490 CHF | 465 163 CHF | 94,14% | 94,14% |
11/07/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 325 390 CHF | 443 796 CHF | 91,29% | 91,29% |
10/07/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 281 440 CHF | 429 148 CHF | 87,23% | 87,23% |
09/07/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 265 470 CHF | 423 825 CHF | 85,57% | 85,57% |
08/07/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 296 100 CHF | 434 035 CHF | 85,27% | 85,27% |
05/07/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 305 850 CHF | 437 282 CHF | 90,47% | 90,47% |
04/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 265 370 CHF | 423 792 CHF | 78,08% | 78,08% |
03/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 267 000 CHF | 424 332 CHF | 92,35% | 92,35% |