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 | 0,39% | 2,62 CHF | 2,63 CHF | 54 000 | 54 000 | 55 690 | 55 690 | 143 896 CHF | 144 453 CHF | 100,00% | 100,00% |
15/07/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 147 423 CHF | 147 963 CHF | 100,00% | 100,00% |
12/07/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 145 351 CHF | 145 891 CHF | 99,99% | 99,99% |
11/07/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 54 000 | 54 000 | 53 948 | 53 948 | 146 475 CHF | 147 015 CHF | 99,99% | 99,99% |
10/07/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 144 044 CHF | 144 584 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 54 000 | 54 000 | 53 940 | 53 940 | 145 546 CHF | 146 086 CHF | 100,00% | 100,00% |
08/07/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 54 000 | 54 000 | 54 541 | 54 541 | 143 211 CHF | 143 757 CHF | 99,72% | 99,72% |
05/07/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 142 792 CHF | 143 352 CHF | 100,00% | 100,00% |
04/07/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 142 294 CHF | 142 854 CHF | 100,00% | 100,00% |
03/07/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 140 293 CHF | 140 853 CHF | 100,00% | 100,00% |