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 | 0,47% | 2,15 CHF | 2,16 CHF | 55 000 | 55 000 | 54 485 | 54 485 | 116 918 CHF | 117 464 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 55 000 | 55 000 | 54 484 | 54 484 | 118 033 CHF | 118 579 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 55 000 | 55 000 | 54 485 | 54 485 | 118 989 CHF | 119 534 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 55 000 | 55 000 | 54 484 | 54 484 | 118 180 CHF | 118 725 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 55 000 | 55 000 | 54 485 | 54 485 | 116 690 CHF | 117 235 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 56 000 | 56 000 | 55 473 | 55 473 | 114 876 CHF | 115 432 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 56 000 | 56 000 | 55 475 | 55 475 | 113 284 CHF | 113 839 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 56 000 | 56 000 | 55 614 | 55 614 | 113 173 CHF | 113 730 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 56 000 | 56 000 | 55 922 | 55 922 | 113 197 CHF | 113 757 CHF | 100,00% | 100,00% |
03/07/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 57 000 | 57 000 | 56 462 | 56 462 | 112 829 CHF | 113 395 CHF | 99,37% | 99,37% |