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 | 0,45% | 2,29 CHF | 2,30 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 53 538 CHF | 53 776 CHF | 100,00% | 100,00% |
15/07/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 24 000 | 24 000 | 23 160 | 23 160 | 55 050 CHF | 55 282 CHF | 99,98% | 99,98% |
12/07/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 23 000 | 23 000 | 23 240 | 23 240 | 55 191 CHF | 55 424 CHF | 100,00% | 100,00% |
11/07/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 23 000 | 23 000 | 23 692 | 23 692 | 53 892 CHF | 54 129 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 52 405 CHF | 52 643 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 24 000 | 24 000 | 23 529 | 23 529 | 54 638 CHF | 54 874 CHF | 98,27% | 98,27% |
08/07/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 24 000 | 24 000 | 23 540 | 23 540 | 54 501 CHF | 54 737 CHF | 100,00% | 100,00% |
05/07/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 24 000 | 24 000 | 23 774 | 23 774 | 54 616 CHF | 54 854 CHF | 100,00% | 100,00% |
04/07/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 54 557 CHF | 54 795 CHF | 100,00% | 100,00% |
03/07/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 24 000 | 24 000 | 23 728 | 23 728 | 54 399 CHF | 54 637 CHF | 100,00% | 100,00% |