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 | 0,43% | 2,27 CHF | 2,28 CHF | 55 000 | 55 000 | 54 739 | 54 739 | 125 732 CHF | 126 280 CHF | 100,00% | 100,00% |
15/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 54 000 | 54 000 | 53 046 | 53 046 | 127 153 CHF | 127 683 CHF | 100,00% | 100,00% |
12/07/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 53 000 | 53 000 | 53 163 | 53 163 | 127 296 CHF | 127 827 CHF | 100,00% | 100,00% |
11/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 54 000 | 54 000 | 53 790 | 53 790 | 127 251 CHF | 127 790 CHF | 100,00% | 100,00% |
10/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 54 000 | 54 000 | 53 809 | 53 809 | 127 337 CHF | 127 875 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 54 000 | 54 000 | 54 334 | 54 334 | 125 997 CHF | 126 540 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 53 000 | 53 000 | 53 913 | 53 913 | 127 796 CHF | 128 336 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 127 380 CHF | 127 920 CHF | 99,82% | 99,82% |
04/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 127 264 CHF | 127 804 CHF | 99,50% | 99,50% |
03/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 54 000 | 54 000 | 53 814 | 53 814 | 127 667 CHF | 128 205 CHF | 99,35% | 99,35% |