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 | 0,47% | 2,14 CHF | 2,15 CHF | 390 000 | 390 000 | 389 954 | 389 954 | 835 867 CHF | 839 767 CHF | 100,00% | 100,00% |
15/07/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 804 983 CHF | 808 831 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 784 799 CHF | 788 594 CHF | 100,00% | 100,00% |
11/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 390 000 | 390 000 | 385 157 | 385 157 | 803 668 CHF | 807 522 CHF | 99,99% | 99,99% |
10/07/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 390 000 | 390 000 | 399 257 | 399 257 | 864 506 CHF | 868 498 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 863 450 CHF | 867 433 CHF | 99,74% | 99,74% |
08/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 822 098 CHF | 825 991 CHF | 99,27% | 99,27% |
05/07/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 814 656 CHF | 818 543 CHF | 100,00% | 100,00% |
04/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 823 187 CHF | 827 072 CHF | 99,61% | 99,61% |
03/07/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 830 416 CHF | 834 327 CHF | 100,00% | 100,00% |