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 | 0,76% | 2,05 CHF | 2,06 CHF | 200 000 | 200 000 | 95 051 | 95 051 | 193 436 CHF | 194 745 CHF | 99,89% | 99,89% |
15/07/2024 | 0,77% | 1,99 CHF | 2,00 CHF | 190 000 | 190 000 | 93 553 | 93 553 | 187 468 CHF | 188 758 CHF | 99,04% | 99,04% |
12/07/2024 | 0,73% | 2,01 CHF | 2,02 CHF | 190 000 | 190 000 | 96 422 | 96 422 | 200 303 CHF | 201 642 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 2,06 CHF | 2,07 CHF | 200 000 | 200 000 | 94 033 | 94 033 | 190 088 CHF | 191 389 CHF | 100,00% | 100,00% |
10/07/2024 | 0,77% | 2,02 CHF | 2,03 CHF | 190 000 | 190 000 | 93 152 | 93 152 | 188 452 CHF | 189 741 CHF | 100,00% | 100,00% |
09/07/2024 | 0,78% | 2,07 CHF | 2,08 CHF | 200 000 | 200 000 | 95 330 | 95 330 | 191 962 CHF | 193 270 CHF | 98,82% | 98,82% |
08/07/2024 | 0,73% | 2,11 CHF | 2,12 CHF | 200 000 | 200 000 | 97 420 | 97 420 | 208 500 CHF | 209 855 CHF | 100,00% | 100,00% |
05/07/2024 | 0,67% | 2,24 CHF | 2,25 CHF | 210 000 | 210 000 | 103 023 | 103 023 | 237 402 CHF | 238 825 CHF | 98,97% | 98,97% |
04/07/2024 | 0,66% | 2,32 CHF | 2,33 CHF | 74 000 | 74 000 | 74 000 | 74 000 | 171 758 CHF | 172 893 CHF | 99,44% | 99,44% |
03/07/2024 | 0,66% | 2,33 CHF | 2,34 CHF | 210 000 | 210 000 | 103 144 | 103 144 | 241 473 CHF | 242 901 CHF | 99,64% | 99,64% |