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 | 0,49% | 2,47 CHF | 2,48 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 791 CHF | 60 957 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 2,50 CHF | 2,51 CHF | 25 000 | 25 000 | 25 106 | 25 000 | 64 095 CHF | 64 135 CHF | 95,22% | 95,22% |
12/07/2024 | 0,48% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 766 CHF | 64 070 CHF | 99,01% | 99,01% |
11/07/2024 | 0,49% | 2,53 CHF | 2,54 CHF | 25 000 | 25 000 | 29 232 | 25 000 | 71 547 CHF | 61 534 CHF | 99,09% | 99,09% |
10/07/2024 | 0,50% | 2,34 CHF | 2,36 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 330 CHF | 59 739 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 2,45 CHF | 2,46 CHF | 30 000 | 25 000 | 27 250 | 25 000 | 67 936 CHF | 62 692 CHF | 100,00% | 100,00% |
08/07/2024 | 0,48% | 2,48 CHF | 2,49 CHF | 30 000 | 25 000 | 27 952 | 25 000 | 69 539 CHF | 62 540 CHF | 99,97% | 99,97% |
05/07/2024 | 0,49% | 2,43 CHF | 2,44 CHF | 30 000 | 25 000 | 29 338 | 25 000 | 72 448 CHF | 62 058 CHF | 98,58% | 98,58% |
04/07/2024 | 0,49% | 2,51 CHF | 2,52 CHF | 25 000 | 25 000 | 29 694 | 25 000 | 73 244 CHF | 61 974 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,37 CHF | 2,39 CHF | 30 000 | 25 000 | 27 705 | 25 000 | 68 189 CHF | 61 918 CHF | 99,73% | 99,73% |