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 | 0,43% | 2,34 CHF | 2,35 CHF | 390 000 | 390 000 | 389 957 | 389 957 | 911 797 CHF | 915 697 CHF | 99,99% | 99,99% |
15/07/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 390 000 | 390 000 | 384 852 | 384 852 | 879 761 CHF | 883 610 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 858 805 CHF | 862 600 CHF | 100,00% | 100,00% |
11/07/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 390 000 | 390 000 | 385 170 | 385 170 | 878 584 CHF | 882 438 CHF | 100,00% | 100,00% |
10/07/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 390 000 | 390 000 | 399 252 | 399 252 | 942 401 CHF | 946 393 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 941 152 CHF | 945 135 CHF | 99,73% | 99,73% |
08/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 897 897 CHF | 901 790 CHF | 99,32% | 99,32% |
05/07/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 890 509 CHF | 894 397 CHF | 100,00% | 100,00% |
04/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 899 050 CHF | 902 935 CHF | 99,66% | 99,66% |
03/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 906 877 CHF | 910 788 CHF | 100,00% | 100,00% |