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% | 2,53 CHF | 2,54 CHF | 48 000 | 48 000 | 26 727 | 26 727 | 65 527 CHF | 65 797 CHF | 99,83% | 99,83% |
15/07/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 48 000 | 48 000 | 26 883 | 26 883 | 65 664 CHF | 65 934 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 2,40 CHF | 2,41 CHF | 48 000 | 48 000 | 27 021 | 27 021 | 63 382 CHF | 63 654 CHF | 99,94% | 99,94% |
11/07/2024 | 0,45% | 2,34 CHF | 2,35 CHF | 48 000 | 48 000 | 26 671 | 26 671 | 62 006 CHF | 62 276 CHF | 99,43% | 99,43% |
10/07/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 52 000 | 52 000 | 28 350 | 28 350 | 64 252 CHF | 64 536 CHF | 99,84% | 99,84% |
09/07/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 52 000 | 52 000 | 28 796 | 28 796 | 63 348 CHF | 63 636 CHF | 99,66% | 99,66% |
08/07/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 52 000 | 52 000 | 28 716 | 28 716 | 62 706 CHF | 62 995 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 52 000 | 52 000 | 28 691 | 28 691 | 64 305 CHF | 64 592 CHF | 99,53% | 99,53% |
04/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 26 000 | 26 000 | 23 314 | 23 314 | 51 238 CHF | 51 471 CHF | 98,93% | 98,93% |
03/07/2024 | 0,49% | 2,20 CHF | 2,21 CHF | 52 000 | 52 000 | 28 222 | 28 222 | 59 715 CHF | 59 998 CHF | 98,22% | 98,22% |