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 | 0,47% | 2,14 CHF | 2,15 CHF | 195 000 | 195 000 | 88 472 | 88 472 | 190 384 CHF | 191 270 CHF | 99,89% | 99,89% |
15/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 200 000 | 200 000 | 88 822 | 88 822 | 191 072 CHF | 191 962 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 2,15 CHF | 2,16 CHF | 200 000 | 200 000 | 86 695 | 86 695 | 184 996 CHF | 185 873 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 200 000 | 200 000 | 88 686 | 88 686 | 194 411 CHF | 195 300 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 205 000 | 205 000 | 91 701 | 91 701 | 204 297 CHF | 205 218 CHF | 99,89% | 99,89% |
09/07/2024 | 0,56% | 2,24 CHF | 2,25 CHF | 210 000 | 210 000 | 89 106 | 89 106 | 199 301 CHF | 200 233 CHF | 99,74% | 99,74% |
08/07/2024 | 0,49% | 2,24 CHF | 2,25 CHF | 210 000 | 210 000 | 91 251 | 91 251 | 203 234 CHF | 204 176 CHF | 99,28% | 99,28% |
05/07/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 210 000 | 210 000 | 93 270 | 93 270 | 208 464 CHF | 209 399 CHF | 99,89% | 99,89% |
04/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 82 000 | 82 000 | 66 099 | 66 099 | 147 654 CHF | 148 315 CHF | 99,61% | 99,61% |
03/07/2024 | 0,51% | 2,25 CHF | 2,26 CHF | 210 000 | 210 000 | 87 261 | 87 261 | 196 481 CHF | 197 420 CHF | 100,00% | 100,00% |