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% | 2,17 CHF | 2,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 650 604 CHF | 217 868 CHF | 98,55% | 98,55% |
15/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 634 733 CHF | 212 578 CHF | 97,31% | 97,31% |
12/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 627 761 CHF | 210 254 CHF | 97,62% | 97,62% |
11/07/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 633 493 CHF | 212 164 CHF | 98,45% | 98,45% |
10/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 657 642 CHF | 220 214 CHF | 98,54% | 98,54% |
09/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 659 519 CHF | 220 840 CHF | 98,61% | 98,61% |
08/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 642 930 CHF | 215 310 CHF | 97,00% | 97,00% |
05/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 638 072 CHF | 213 691 CHF | 98,04% | 98,04% |
04/07/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 645 320 CHF | 216 107 CHF | 93,53% | 93,53% |
03/07/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 646 318 CHF | 216 439 CHF | 98,16% | 98,16% |