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 | 0,73% | 2,14 CHF | 2,15 CHF | 200 000 | 200 000 | 95 052 | 95 052 | 202 031 CHF | 203 340 CHF | 99,89% | 99,89% |
15/07/2024 | 0,74% | 2,08 CHF | 2,09 CHF | 190 000 | 190 000 | 93 551 | 93 551 | 195 935 CHF | 197 225 CHF | 99,05% | 99,05% |
12/07/2024 | 0,70% | 2,10 CHF | 2,11 CHF | 190 000 | 190 000 | 96 423 | 96 423 | 209 008 CHF | 210 346 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 2,15 CHF | 2,16 CHF | 200 000 | 200 000 | 94 034 | 94 034 | 198 631 CHF | 199 932 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 2,11 CHF | 2,12 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 196 928 CHF | 198 218 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 2,16 CHF | 2,17 CHF | 200 000 | 200 000 | 95 331 | 95 331 | 200 695 CHF | 202 003 CHF | 98,82% | 98,82% |
08/07/2024 | 0,70% | 2,21 CHF | 2,22 CHF | 200 000 | 200 000 | 97 423 | 97 423 | 217 319 CHF | 218 674 CHF | 100,00% | 100,00% |
05/07/2024 | 0,64% | 2,33 CHF | 2,34 CHF | 210 000 | 210 000 | 103 018 | 103 018 | 246 766 CHF | 248 189 CHF | 98,97% | 98,97% |
04/07/2024 | 0,63% | 2,41 CHF | 2,42 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 178 465 CHF | 179 601 CHF | 99,44% | 99,44% |
03/07/2024 | 0,64% | 2,43 CHF | 2,44 CHF | 210 000 | 210 000 | 103 142 | 103 142 | 250 818 CHF | 252 246 CHF | 99,64% | 99,64% |