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% | 2,35 CHF | 2,36 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 104 760 CHF | 105 210 CHF | 100,00% | 100,00% |
15/07/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 45 000 | 45 000 | 44 908 | 44 908 | 107 387 CHF | 107 836 CHF | 100,00% | 100,00% |
12/07/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 106 223 CHF | 106 673 CHF | 100,00% | 100,00% |
11/07/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 45 000 | 45 000 | 44 909 | 44 909 | 108 048 CHF | 108 497 CHF | 99,99% | 99,99% |
10/07/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 106 245 CHF | 106 695 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 45 000 | 45 000 | 44 947 | 44 947 | 104 677 CHF | 105 127 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 45 000 | 45 000 | 45 006 | 45 006 | 104 672 CHF | 105 122 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 102 919 CHF | 103 379 CHF | 100,00% | 100,00% |
04/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 102 608 CHF | 103 068 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 46 000 | 46 000 | 46 242 | 46 242 | 99 059 CHF | 99 522 CHF | 100,00% | 100,00% |