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 | 0,48% | 2,08 CHF | 2,09 CHF | 390 000 | 390 000 | 389 957 | 389 957 | 812 032 CHF | 815 931 CHF | 100,00% | 100,00% |
15/07/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 390 000 | 390 000 | 384 854 | 384 854 | 781 272 CHF | 785 121 CHF | 100,00% | 100,00% |
12/07/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 761 379 CHF | 765 174 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 390 000 | 390 000 | 385 164 | 385 164 | 780 089 CHF | 783 943 CHF | 99,99% | 99,99% |
10/07/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 840 636 CHF | 844 628 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 841 296 CHF | 845 279 CHF | 99,77% | 99,77% |
08/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 800 576 CHF | 804 470 CHF | 99,28% | 99,28% |
05/07/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 793 050 CHF | 796 937 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 390 000 | 390 000 | 388 460 | 388 460 | 801 827 CHF | 805 711 CHF | 99,54% | 99,54% |
03/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 809 016 CHF | 812 928 CHF | 100,00% | 100,00% |