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 | 0,50% | 2,05 CHF | 2,06 CHF | 54 000 | 54 000 | 55 690 | 55 690 | 112 069 CHF | 112 626 CHF | 99,99% | 99,99% |
15/07/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 116 537 CHF | 117 077 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 114 533 CHF | 115 073 CHF | 100,00% | 100,00% |
11/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 54 000 | 54 000 | 53 968 | 53 968 | 115 689 CHF | 116 229 CHF | 99,98% | 99,98% |
10/07/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 113 223 CHF | 113 763 CHF | 99,99% | 99,99% |
09/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 54 000 | 54 000 | 53 941 | 53 941 | 114 734 CHF | 115 274 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 54 000 | 54 000 | 54 539 | 54 539 | 112 065 CHF | 112 610 CHF | 99,99% | 99,99% |
05/07/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 110 869 CHF | 111 429 CHF | 100,00% | 100,00% |
04/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 110 374 CHF | 110 934 CHF | 100,00% | 100,00% |
03/07/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 108 376 CHF | 108 936 CHF | 100,00% | 100,00% |