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 | 0,82% | 2,45 CHF | 2,47 CHF | 97 000 | 97 000 | 97 359 | 97 359 | 236 788 CHF | 238 735 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 2,46 CHF | 2,48 CHF | 97 000 | 97 000 | 96 255 | 96 255 | 239 854 CHF | 241 779 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 2,49 CHF | 2,51 CHF | 96 000 | 96 000 | 96 229 | 96 229 | 240 631 CHF | 242 555 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 2,52 CHF | 2,54 CHF | 96 000 | 96 000 | 96 668 | 96 668 | 238 902 CHF | 240 836 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 2,41 CHF | 2,43 CHF | 98 000 | 98 000 | 98 664 | 98 664 | 234 075 CHF | 236 048 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 2,36 CHF | 2,38 CHF | 99 000 | 99 000 | 97 661 | 97 661 | 236 657 CHF | 238 610 CHF | 99,73% | 99,73% |
08/07/2024 | 0,85% | 2,33 CHF | 2,35 CHF | 99 000 | 99 000 | 99 063 | 99 063 | 232 272 CHF | 234 253 CHF | 99,31% | 99,31% |
05/07/2024 | 0,85% | 2,34 CHF | 2,36 CHF | 99 000 | 99 000 | 99 201 | 99 201 | 232 370 CHF | 234 354 CHF | 99,99% | 99,99% |
04/07/2024 | 0,86% | 2,33 CHF | 2,35 CHF | 100 000 | 100 000 | 99 747 | 99 747 | 231 068 CHF | 233 062 CHF | 99,65% | 99,65% |
03/07/2024 | 0,87% | 2,29 CHF | 2,31 CHF | 100 000 | 100 000 | 100 166 | 100 166 | 229 830 CHF | 231 833 CHF | 100,00% | 100,00% |