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 | 0,49% | 2,04 CHF | 2,05 CHF | 390 000 | 390 000 | 389 954 | 389 954 | 797 433 CHF | 801 333 CHF | 99,99% | 99,99% |
15/07/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 766 958 CHF | 770 807 CHF | 100,00% | 100,00% |
12/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 747 497 CHF | 751 293 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 390 000 | 390 000 | 385 164 | 385 164 | 765 774 CHF | 769 628 CHF | 99,99% | 99,99% |
10/07/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 390 000 | 390 000 | 399 257 | 399 257 | 825 476 CHF | 829 469 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 400 000 | 400 000 | 398 346 | 398 346 | 824 709 CHF | 828 693 CHF | 99,73% | 99,73% |
08/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 390 000 | 390 000 | 389 325 | 389 325 | 784 431 CHF | 788 325 CHF | 99,32% | 99,32% |
05/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 776 618 CHF | 780 505 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 785 462 CHF | 789 347 CHF | 99,63% | 99,63% |
03/07/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 390 000 | 390 000 | 391 141 | 391 141 | 792 376 CHF | 796 287 CHF | 100,00% | 100,00% |