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 | 260 000 | 260 000 | 87 841 | 87 841 | 191 688 CHF | 192 567 CHF | 99,89% | 99,89% |
15/07/2024 | 0,49% | 2,26 CHF | 2,27 CHF | 250 000 | 250 000 | 87 939 | 87 939 | 190 445 CHF | 191 328 CHF | 99,97% | 99,97% |
12/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 260 000 | 260 000 | 89 961 | 89 961 | 193 344 CHF | 194 245 CHF | 100,00% | 100,00% |
11/07/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 250 000 | 250 000 | 86 484 | 86 484 | 197 594 CHF | 198 462 CHF | 100,00% | 100,00% |
10/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 250 000 | 250 000 | 84 779 | 84 779 | 205 192 CHF | 206 040 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 240 000 | 240 000 | 83 161 | 83 161 | 206 679 CHF | 207 511 CHF | 99,93% | 99,93% |
08/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 240 000 | 240 000 | 83 425 | 83 425 | 205 130 CHF | 205 965 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 2,53 CHF | 2,54 CHF | 240 000 | 240 000 | 82 898 | 82 898 | 203 779 CHF | 204 609 CHF | 99,81% | 99,81% |
04/07/2024 | 0,59% | 2,42 CHF | 2,45 CHF | 24 000 | 24 000 | 36 688 | 36 688 | 88 669 CHF | 89 139 CHF | 99,49% | 99,49% |
03/07/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 240 000 | 240 000 | 84 509 | 84 509 | 203 449 CHF | 204 295 CHF | 99,84% | 99,84% |