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 | 0,50% | 1,98 CHF | 1,99 CHF | 390 000 | 390 000 | 389 958 | 389 958 | 772 852 CHF | 776 752 CHF | 99,99% | 99,99% |
15/07/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 390 000 | 390 000 | 384 853 | 384 853 | 742 555 CHF | 746 403 CHF | 99,98% | 99,98% |
12/07/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 380 000 | 380 000 | 379 554 | 379 554 | 723 240 CHF | 727 036 CHF | 100,00% | 100,00% |
11/07/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 390 000 | 390 000 | 385 158 | 385 158 | 741 453 CHF | 745 307 CHF | 99,99% | 99,99% |
10/07/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 390 000 | 390 000 | 399 253 | 399 253 | 800 692 CHF | 804 684 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 400 000 | 400 000 | 398 347 | 398 347 | 801 430 CHF | 805 413 CHF | 99,76% | 99,76% |
08/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 390 000 | 390 000 | 389 326 | 389 326 | 761 635 CHF | 765 528 CHF | 99,31% | 99,31% |
05/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 390 000 | 390 000 | 388 728 | 388 728 | 754 076 CHF | 757 964 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 390 000 | 390 000 | 388 462 | 388 462 | 762 918 CHF | 766 803 CHF | 99,65% | 99,65% |
03/07/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 390 000 | 390 000 | 391 142 | 391 142 | 769 846 CHF | 773 757 CHF | 100,00% | 100,00% |