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 | 0,42% | 2,35 CHF | 2,36 CHF | 55 000 | 55 000 | 54 739 | 54 739 | 129 705 CHF | 130 252 CHF | 100,00% | 100,00% |
15/07/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 54 000 | 54 000 | 53 046 | 53 046 | 131 013 CHF | 131 544 CHF | 100,00% | 100,00% |
12/07/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 53 000 | 53 000 | 53 163 | 53 163 | 131 159 CHF | 131 690 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 54 000 | 54 000 | 53 790 | 53 790 | 131 142 CHF | 131 680 CHF | 99,99% | 99,99% |
10/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 54 000 | 54 000 | 53 809 | 53 809 | 131 230 CHF | 131 768 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 54 000 | 54 000 | 54 334 | 54 334 | 129 929 CHF | 130 473 CHF | 99,99% | 99,99% |
08/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 53 000 | 53 000 | 53 913 | 53 913 | 131 678 CHF | 132 217 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 131 299 CHF | 131 839 CHF | 99,82% | 99,82% |
04/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 131 171 CHF | 131 711 CHF | 99,50% | 99,50% |
03/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 54 000 | 54 000 | 53 814 | 53 814 | 131 590 CHF | 132 129 CHF | 99,36% | 99,36% |