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 | 0,38% | 2,66 CHF | 2,67 CHF | 54 000 | 54 000 | 55 690 | 55 690 | 145 712 CHF | 146 269 CHF | 100,00% | 100,00% |
15/07/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 149 110 CHF | 149 650 CHF | 100,00% | 100,00% |
12/07/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 147 077 CHF | 147 617 CHF | 100,00% | 100,00% |
11/07/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 54 000 | 54 000 | 53 969 | 53 969 | 148 278 CHF | 148 818 CHF | 99,99% | 99,99% |
10/07/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 145 771 CHF | 146 311 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 54 000 | 54 000 | 53 941 | 53 941 | 147 265 CHF | 147 805 CHF | 100,00% | 100,00% |
08/07/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 54 000 | 54 000 | 54 539 | 54 539 | 144 957 CHF | 145 503 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 144 638 CHF | 145 198 CHF | 100,00% | 100,00% |
04/07/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 144 127 CHF | 144 687 CHF | 100,00% | 100,00% |
03/07/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 142 110 CHF | 142 670 CHF | 100,00% | 100,00% |