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% | 2,16 CHF | 2,17 CHF | 45 000 | 45 000 | 44 589 | 44 589 | 96 292 CHF | 96 739 CHF | 99,97% | 99,97% |
15/07/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 45 000 | 45 000 | 44 577 | 44 577 | 103 153 CHF | 103 600 CHF | 99,69% | 99,69% |
12/07/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 103 012 CHF | 103 458 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 45 000 | 45 000 | 44 576 | 44 576 | 99 739 CHF | 100 186 CHF | 99,61% | 99,61% |
10/07/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 45 000 | 45 000 | 44 579 | 44 579 | 97 398 CHF | 97 844 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 45 000 | 45 000 | 44 576 | 44 574 | 98 892 CHF | 99 336 CHF | 99,58% | 99,58% |
08/07/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 45 000 | 45 000 | 44 576 | 44 576 | 97 710 CHF | 98 156 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 45 000 | 45 000 | 44 576 | 44 575 | 97 841 CHF | 98 286 CHF | 99,58% | 99,58% |
04/07/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 98 218 CHF | 98 665 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 96 359 CHF | 96 805 CHF | 100,00% | 100,00% |