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 | 0,40% | 2,49 CHF | 2,50 CHF | 390 000 | 390 000 | 389 954 | 389 954 | 969 798 CHF | 973 698 CHF | 100,00% | 100,00% |
15/07/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 936 944 CHF | 940 792 CHF | 100,00% | 100,00% |
12/07/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 915 062 CHF | 918 858 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 390 000 | 390 000 | 385 164 | 385 164 | 935 615 CHF | 939 470 CHF | 99,99% | 99,99% |
10/07/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 390 000 | 390 000 | 399 257 | 399 257 | 1 001 580 CHF | 1 005 570 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 1 001 960 CHF | 1 005 940 CHF | 99,77% | 99,77% |
08/07/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 957 639 CHF | 961 532 CHF | 99,29% | 99,29% |
05/07/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 949 874 CHF | 953 761 CHF | 100,00% | 100,00% |
04/07/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 958 256 CHF | 962 140 CHF | 99,63% | 99,63% |
03/07/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 966 389 CHF | 970 300 CHF | 99,99% | 99,99% |