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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,95% | 2,11 CHF | 2,12 CHF | 120 000 | 120 000 | 53 391 | 53 391 | 113 225 CHF | 114 104 CHF | 99,99% | 99,99% |
16/07/2024 | 0,79% | 2,23 CHF | 2,24 CHF | 122 000 | 122 000 | 55 097 | 55 097 | 124 058 CHF | 124 895 CHF | 99,90% | 99,90% |
15/07/2024 | 1,08% | 2,20 CHF | 2,21 CHF | 120 000 | 120 000 | 54 047 | 54 047 | 117 799 CHF | 118 775 CHF | 100,00% | 100,00% |
12/07/2024 | 0,81% | 2,18 CHF | 2,19 CHF | 120 000 | 120 000 | 54 679 | 54 679 | 120 860 CHF | 121 690 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 2,25 CHF | 2,26 CHF | 122 000 | 122 000 | 55 194 | 55 194 | 124 546 CHF | 125 383 CHF | 99,82% | 99,82% |
10/07/2024 | 0,80% | 2,27 CHF | 2,28 CHF | 122 000 | 122 000 | 54 895 | 54 895 | 123 691 CHF | 124 524 CHF | 100,00% | 100,00% |
09/07/2024 | 1,07% | 2,22 CHF | 2,23 CHF | 120 000 | 120 000 | 53 757 | 53 757 | 117 483 CHF | 118 456 CHF | 99,77% | 99,77% |
08/07/2024 | 1,11% | 2,14 CHF | 2,15 CHF | 118 000 | 118 000 | 53 243 | 53 243 | 112 383 CHF | 113 351 CHF | 100,00% | 100,00% |
05/07/2024 | 1,11% | 2,13 CHF | 2,14 CHF | 118 000 | 118 000 | 52 340 | 52 340 | 110 529 CHF | 111 475 CHF | 99,81% | 99,81% |
04/07/2024 | 1,20% | 2,10 CHF | 2,12 CHF | 47 000 | 47 000 | 37 435 | 37 435 | 78 530 CHF | 79 433 CHF | 99,98% | 99,98% |