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 | 0,34% | 3,00 CHF | 3,01 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 133 849 CHF | 134 299 CHF | 99,99% | 99,99% |
15/07/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 45 000 | 45 000 | 44 908 | 44 908 | 136 393 CHF | 136 842 CHF | 100,00% | 100,00% |
12/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 135 276 CHF | 135 726 CHF | 99,99% | 99,99% |
11/07/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 45 000 | 45 000 | 44 910 | 44 910 | 137 019 CHF | 137 468 CHF | 99,99% | 99,99% |
10/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 135 285 CHF | 135 735 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 45 000 | 45 000 | 44 947 | 44 947 | 133 696 CHF | 134 146 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 45 000 | 45 000 | 45 006 | 45 006 | 133 676 CHF | 134 126 CHF | 100,00% | 100,00% |
05/07/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 132 603 CHF | 133 063 CHF | 99,99% | 99,99% |
04/07/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 132 243 CHF | 132 703 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 46 000 | 46 000 | 46 243 | 46 243 | 128 873 CHF | 129 336 CHF | 100,00% | 100,00% |