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 | 0,40% | 2,49 CHF | 2,50 CHF | 55 000 | 55 000 | 54 739 | 54 739 | 137 717 CHF | 138 265 CHF | 99,99% | 99,99% |
15/07/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 54 000 | 54 000 | 53 045 | 53 045 | 138 775 CHF | 139 306 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 53 000 | 53 000 | 53 163 | 53 163 | 138 919 CHF | 139 451 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 54 000 | 54 000 | 53 793 | 53 793 | 139 001 CHF | 139 539 CHF | 100,00% | 100,00% |
10/07/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 54 000 | 54 000 | 53 809 | 53 809 | 139 070 CHF | 139 608 CHF | 100,00% | 100,00% |
09/07/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 54 000 | 54 000 | 54 334 | 54 334 | 137 854 CHF | 138 397 CHF | 100,00% | 100,00% |
08/07/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 53 000 | 53 000 | 53 913 | 53 913 | 139 532 CHF | 140 071 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 139 177 CHF | 139 717 CHF | 99,81% | 99,81% |
04/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 139 088 CHF | 139 628 CHF | 99,49% | 99,49% |
03/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 54 000 | 54 000 | 53 814 | 53 814 | 139 424 CHF | 139 962 CHF | 99,37% | 99,37% |