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 | 0,45% | 2,22 CHF | 2,23 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 106 402 CHF | 106 882 CHF | 100,00% | 100,00% |
15/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 107 233 CHF | 107 713 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 107 086 CHF | 107 566 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 48 000 | 48 000 | 47 973 | 47 973 | 107 015 CHF | 107 495 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 48 000 | 48 000 | 48 162 | 48 162 | 105 600 CHF | 106 081 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 48 000 | 48 000 | 48 401 | 48 401 | 105 602 CHF | 106 086 CHF | 100,00% | 100,00% |
08/07/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 48 000 | 48 000 | 48 171 | 48 171 | 105 907 CHF | 106 389 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 48 000 | 48 000 | 48 276 | 48 276 | 105 286 CHF | 105 769 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 105 413 CHF | 105 893 CHF | 100,00% | 100,00% |
03/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 48 000 | 48 000 | 49 534 | 49 534 | 107 102 CHF | 107 598 CHF | 100,00% | 100,00% |