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 | 0,45% | 2,24 CHF | 2,25 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 873 935 CHF | 877 835 CHF | 99,99% | 99,99% |
15/07/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 390 000 | 390 000 | 384 852 | 384 852 | 842 380 CHF | 846 228 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 821 776 CHF | 825 572 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 390 000 | 390 000 | 385 168 | 385 168 | 841 263 CHF | 845 118 CHF | 99,99% | 99,99% |
10/07/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 390 000 | 390 000 | 399 254 | 399 254 | 903 901 CHF | 907 894 CHF | 100,00% | 100,00% |
09/07/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 902 477 CHF | 906 460 CHF | 99,73% | 99,73% |
08/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 860 268 CHF | 864 161 CHF | 99,31% | 99,31% |
05/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 852 968 CHF | 856 856 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 390 000 | 390 000 | 388 461 | 388 461 | 861 315 CHF | 865 200 CHF | 99,61% | 99,61% |
03/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 868 819 CHF | 872 730 CHF | 100,00% | 100,00% |