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 | 0,37% | 2,86 CHF | 2,87 CHF | 170 000 | 170 000 | 168 671 | 168 671 | 459 366 CHF | 461 066 CHF | 99,48% | 99,48% |
15/07/2024 | 0,40% | 2,65 CHF | 2,66 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 425 187 CHF | 426 887 CHF | 99,99% | 99,99% |
12/07/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 412 592 CHF | 414 292 CHF | 100,00% | 100,00% |
11/07/2024 | 0,43% | 2,55 CHF | 2,56 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 395 366 CHF | 397 066 CHF | 99,98% | 99,98% |
10/07/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 399 250 CHF | 401 050 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 180 000 | 180 000 | 179 579 | 179 579 | 378 775 CHF | 380 575 CHF | 99,90% | 99,90% |
08/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 170 000 | 170 000 | 169 712 | 169 712 | 377 466 CHF | 379 166 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,29 CHF | 2,30 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 393 604 CHF | 395 404 CHF | 99,79% | 99,79% |
04/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 378 994 CHF | 380 794 CHF | 100,00% | 100,00% |
03/07/2024 | 0,49% | 2,15 CHF | 2,16 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 367 890 CHF | 369 690 CHF | 100,00% | 100,00% |