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 | 0,45% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 668 544 CHF | 223 848 CHF | 99,24% | 99,24% |
15/07/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 669 764 CHF | 224 255 CHF | 99,19% | 99,19% |
12/07/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 676 926 CHF | 226 642 CHF | 96,20% | 96,20% |
11/07/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 684 103 CHF | 229 034 CHF | 88,36% | 88,36% |
10/07/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 283 CHF | 236 761 CHF | 99,23% | 99,23% |
09/07/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 706 821 CHF | 236 607 CHF | 96,19% | 96,19% |
08/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 698 237 CHF | 233 746 CHF | 99,24% | 99,24% |
05/07/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 785 CHF | 236 928 CHF | 97,69% | 97,69% |
04/07/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 795 CHF | 236 932 CHF | 99,23% | 99,23% |
03/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 708 979 CHF | 237 326 CHF | 98,55% | 98,55% |