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 | 0,47% | 2,56 CHF | 2,57 CHF | 25 000 | 25 000 | 25 472 | 25 000 | 64 167 CHF | 63 291 CHF | 100,00% | 100,00% |
15/07/2024 | 0,45% | 2,59 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 185 CHF | 66 483 CHF | 95,21% | 95,21% |
12/07/2024 | 0,45% | 2,70 CHF | 2,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 115 CHF | 66 411 CHF | 99,01% | 99,01% |
11/07/2024 | 0,46% | 2,62 CHF | 2,64 CHF | 25 000 | 25 000 | 25 555 | 25 000 | 64 928 CHF | 63 841 CHF | 99,05% | 99,05% |
10/07/2024 | 0,50% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 29 043 | 25 000 | 71 730 CHF | 62 090 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 2,54 CHF | 2,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 723 CHF | 65 020 CHF | 100,00% | 100,00% |
08/07/2024 | 0,47% | 2,57 CHF | 2,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 577 CHF | 64 882 CHF | 100,00% | 100,00% |
05/07/2024 | 0,48% | 2,52 CHF | 2,53 CHF | 25 000 | 25 000 | 25 030 | 25 000 | 64 166 CHF | 64 398 CHF | 98,81% | 98,81% |
04/07/2024 | 0,47% | 2,60 CHF | 2,62 CHF | 25 000 | 25 000 | 25 006 | 25 000 | 64 017 CHF | 64 305 CHF | 100,00% | 100,00% |
03/07/2024 | 0,46% | 2,47 CHF | 2,48 CHF | 30 000 | 25 000 | 25 906 | 25 000 | 66 173 CHF | 64 247 CHF | 99,73% | 99,73% |