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 | 0,35% | 2,86 CHF | 2,87 CHF | 54 000 | 54 000 | 55 690 | 55 690 | 156 973 CHF | 157 530 CHF | 100,00% | 100,00% |
15/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 160 090 CHF | 160 630 CHF | 99,99% | 99,99% |
12/07/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 158 012 CHF | 158 552 CHF | 100,00% | 100,00% |
11/07/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 54 000 | 54 000 | 53 951 | 53 951 | 159 127 CHF | 159 667 CHF | 100,00% | 100,00% |
10/07/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 156 706 CHF | 157 246 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 54 000 | 54 000 | 53 940 | 53 940 | 158 173 CHF | 158 713 CHF | 100,00% | 100,00% |
08/07/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 54 000 | 54 000 | 54 539 | 54 539 | 155 997 CHF | 156 543 CHF | 100,00% | 100,00% |
05/07/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 155 905 CHF | 156 465 CHF | 100,00% | 100,00% |
04/07/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 155 474 CHF | 156 034 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 153 439 CHF | 153 999 CHF | 100,00% | 100,00% |