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 | 0,36% | 2,78 CHF | 2,79 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 123 714 CHF | 124 164 CHF | 99,98% | 99,98% |
15/07/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 45 000 | 45 000 | 44 908 | 44 908 | 126 296 CHF | 126 745 CHF | 100,00% | 100,00% |
12/07/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 125 177 CHF | 125 627 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 45 000 | 45 000 | 44 893 | 44 893 | 126 889 CHF | 127 338 CHF | 99,99% | 99,99% |
10/07/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 125 168 CHF | 125 618 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 45 000 | 45 000 | 44 947 | 44 947 | 123 588 CHF | 124 038 CHF | 100,00% | 100,00% |
08/07/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 45 000 | 45 000 | 45 006 | 45 006 | 123 591 CHF | 124 041 CHF | 100,00% | 100,00% |
05/07/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 122 259 CHF | 122 719 CHF | 99,99% | 99,99% |
04/07/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 121 956 CHF | 122 416 CHF | 100,00% | 100,00% |
03/07/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 46 000 | 46 000 | 46 243 | 46 243 | 118 503 CHF | 118 965 CHF | 100,00% | 100,00% |