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 | 0,46% | 2,18 CHF | 2,19 CHF | 40 000 | 40 000 | 39 624 | 39 624 | 86 678 CHF | 87 074 CHF | 100,00% | 100,00% |
15/07/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 40 000 | 40 000 | 39 626 | 39 626 | 92 785 CHF | 93 182 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 92 631 CHF | 93 028 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 40 000 | 40 000 | 39 621 | 39 621 | 89 728 CHF | 90 125 CHF | 99,10% | 99,10% |
10/07/2024 | 0,46% | 2,25 CHF | 2,26 CHF | 40 000 | 40 000 | 39 626 | 39 626 | 87 689 CHF | 88 086 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 40 000 | 40 000 | 39 623 | 39 623 | 89 032 CHF | 89 428 CHF | 99,58% | 99,58% |
08/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 87 956 CHF | 88 353 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 40 000 | 40 000 | 39 625 | 39 624 | 88 016 CHF | 88 410 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 88 350 CHF | 88 746 CHF | 100,00% | 100,00% |
03/07/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 40 000 | 40 000 | 39 625 | 39 625 | 86 714 CHF | 87 111 CHF | 100,00% | 100,00% |