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 | 0,48% | 2,09 CHF | 2,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 244 170 CHF | 416 723 CHF | 87,13% | 87,13% |
15/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 307 410 CHF | 437 802 CHF | 92,98% | 92,98% |
12/07/2024 | 0,48% | 2,14 CHF | 2,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 258 760 CHF | 421 588 CHF | 94,14% | 94,14% |
11/07/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 195 150 CHF | 400 385 CHF | 91,28% | 91,28% |
10/07/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 151 410 CHF | 385 805 CHF | 87,23% | 87,23% |
09/07/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 135 980 CHF | 380 660 CHF | 85,57% | 85,57% |
08/07/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 166 330 CHF | 390 776 CHF | 85,26% | 85,26% |
05/07/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 176 120 CHF | 394 040 CHF | 90,44% | 90,44% |
04/07/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 135 530 CHF | 380 512 CHF | 78,10% | 78,10% |
03/07/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 136 880 CHF | 380 960 CHF | 92,34% | 92,34% |