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 | 0,46% | 2,18 CHF | 2,19 CHF | 390 000 | 390 000 | 389 953 | 389 953 | 851 637 CHF | 855 537 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 820 399 CHF | 824 248 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 799 921 CHF | 803 716 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 390 000 | 390 000 | 385 150 | 385 150 | 819 052 CHF | 822 907 CHF | 99,98% | 99,98% |
10/07/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 390 000 | 390 000 | 399 252 | 399 252 | 880 891 CHF | 884 884 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 881 579 CHF | 885 563 CHF | 99,76% | 99,76% |
08/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 839 990 CHF | 843 883 CHF | 99,30% | 99,30% |
05/07/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 832 592 CHF | 836 479 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 841 114 CHF | 844 999 CHF | 99,64% | 99,64% |
03/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 848 516 CHF | 852 427 CHF | 100,00% | 100,00% |