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 | 0,42% | 2,38 CHF | 2,39 CHF | 390 000 | 390 000 | 389 954 | 389 954 | 930 307 CHF | 934 206 CHF | 99,99% | 99,99% |
15/07/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 390 000 | 390 000 | 384 852 | 384 852 | 897 976 CHF | 901 825 CHF | 99,99% | 99,99% |
12/07/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 876 587 CHF | 880 383 CHF | 100,00% | 100,00% |
11/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 390 000 | 390 000 | 385 168 | 385 168 | 896 676 CHF | 900 530 CHF | 100,00% | 100,00% |
10/07/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 390 000 | 390 000 | 399 254 | 399 254 | 961 176 CHF | 965 168 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 961 736 CHF | 965 720 CHF | 99,77% | 99,77% |
08/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 918 286 CHF | 922 179 CHF | 99,28% | 99,28% |
05/07/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 910 924 CHF | 914 811 CHF | 100,00% | 100,00% |
04/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 919 348 CHF | 923 233 CHF | 99,62% | 99,62% |
03/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 927 221 CHF | 931 133 CHF | 99,99% | 99,99% |