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 | 0,46% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 49 988 | 49 988 | 109 065 CHF | 109 565 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 1,98 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 390 CHF | 106 890 CHF | 99,99% | 99,99% |
12/07/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 723 CHF | 108 223 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 513 CHF | 107 013 CHF | 71,55% | 71,55% |
10/07/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 863 CHF | 109 363 CHF | 99,38% | 99,38% |
09/07/2024 | 0,47% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 542 CHF | 107 042 CHF | 99,99% | 99,99% |
08/07/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 278 CHF | 100 778 CHF | 100,00% | 100,00% |
05/07/2024 | 0,50% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 993 CHF | 99 493 CHF | 100,00% | 100,00% |
04/07/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 744 CHF | 101 244 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 892 CHF | 106 392 CHF | 100,00% | 100,00% |