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 | 0,44% | 2,28 CHF | 2,29 CHF | 390 000 | 390 000 | 389 957 | 389 957 | 891 159 CHF | 895 059 CHF | 100,00% | 100,00% |
15/07/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 390 000 | 390 000 | 384 852 | 384 852 | 859 328 CHF | 863 177 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 838 471 CHF | 842 267 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 390 000 | 390 000 | 385 164 | 385 164 | 858 043 CHF | 861 897 CHF | 100,00% | 100,00% |
10/07/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 921 205 CHF | 925 197 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 921 878 CHF | 925 862 CHF | 99,77% | 99,77% |
08/07/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 879 359 CHF | 883 252 CHF | 99,29% | 99,29% |
05/07/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 390 000 | 390 000 | 388 724 | 388 724 | 871 979 CHF | 875 866 CHF | 100,00% | 100,00% |
04/07/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 880 442 CHF | 884 326 CHF | 99,57% | 99,57% |
03/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 888 052 CHF | 891 964 CHF | 99,99% | 99,99% |