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 | 0,48% | 2,09 CHF | 2,10 CHF | 51 000 | 51 000 | 50 030 | 50 030 | 103 165 CHF | 103 665 CHF | 99,99% | 99,99% |
15/07/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 48 239 | 48 239 | 110 000 CHF | 110 482 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 49 000 | 49 000 | 47 736 | 47 736 | 111 120 CHF | 111 597 CHF | 100,00% | 100,00% |
11/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 49 000 | 49 000 | 47 693 | 47 693 | 111 269 CHF | 111 746 CHF | 99,99% | 99,99% |
10/07/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 48 768 | 48 768 | 109 515 CHF | 110 003 CHF | 100,00% | 100,00% |
09/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 48 622 | 48 622 | 111 164 CHF | 111 650 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 48 697 | 48 697 | 109 714 CHF | 110 201 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 47 919 | 47 919 | 112 630 CHF | 113 110 CHF | 99,81% | 99,81% |
04/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 49 000 | 49 000 | 47 717 | 47 717 | 116 112 CHF | 116 589 CHF | 99,49% | 99,49% |
03/07/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 49 000 | 49 000 | 47 902 | 47 902 | 113 193 CHF | 113 672 CHF | 99,35% | 99,35% |