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 | 0,43% | 2,30 CHF | 2,31 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 110 310 CHF | 110 790 CHF | 100,00% | 100,00% |
15/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 111 153 CHF | 111 633 CHF | 100,00% | 100,00% |
12/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 110 849 CHF | 111 329 CHF | 100,00% | 100,00% |
11/07/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 48 000 | 48 000 | 47 973 | 47 973 | 110 788 CHF | 111 268 CHF | 99,98% | 99,98% |
10/07/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 48 000 | 48 000 | 48 162 | 48 162 | 109 400 CHF | 109 881 CHF | 100,00% | 100,00% |
09/07/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 48 000 | 48 000 | 48 401 | 48 401 | 109 523 CHF | 110 007 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 48 000 | 48 000 | 48 171 | 48 171 | 109 805 CHF | 110 287 CHF | 100,00% | 100,00% |
05/07/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 48 000 | 48 000 | 48 276 | 48 276 | 109 094 CHF | 109 577 CHF | 100,00% | 100,00% |
04/07/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 109 195 CHF | 109 675 CHF | 100,00% | 100,00% |
03/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 48 000 | 48 000 | 49 534 | 49 534 | 111 003 CHF | 111 498 CHF | 100,00% | 100,00% |