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 | 0,33% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 49 988 | 49 988 | 151 035 CHF | 151 535 CHF | 100,00% | 100,00% |
15/07/2024 | 0,34% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 288 CHF | 148 788 CHF | 100,00% | 100,00% |
12/07/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 676 CHF | 150 176 CHF | 99,99% | 99,99% |
11/07/2024 | 0,34% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 484 CHF | 148 984 CHF | 71,55% | 71,55% |
10/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 934 CHF | 151 434 CHF | 99,38% | 99,38% |
09/07/2024 | 0,34% | 3,12 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 624 CHF | 149 124 CHF | 100,00% | 100,00% |
08/07/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 253 CHF | 142 753 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 2,67 CHF | 2,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 077 CHF | 141 577 CHF | 100,00% | 100,00% |
04/07/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 928 CHF | 143 428 CHF | 100,00% | 100,00% |
03/07/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 175 CHF | 148 675 CHF | 99,99% | 99,99% |