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 | 0,48% | 2,11 CHF | 2,12 CHF | 49 000 | 49 000 | 49 072 | 49 072 | 102 730 CHF | 103 221 CHF | 100,00% | 100,00% |
15/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 49 000 | 49 000 | 49 090 | 49 090 | 103 138 CHF | 103 629 CHF | 100,00% | 100,00% |
12/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 49 000 | 49 000 | 49 026 | 49 026 | 103 087 CHF | 103 577 CHF | 100,00% | 100,00% |
11/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 50 000 | 50 000 | 49 757 | 49 757 | 102 979 CHF | 103 477 CHF | 99,99% | 99,99% |
10/07/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 066 | 50 066 | 101 022 CHF | 101 523 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 51 000 | 51 000 | 50 372 | 50 372 | 99 856 CHF | 100 360 CHF | 100,00% | 100,00% |
08/07/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 49 000 | 49 000 | 48 738 | 48 738 | 107 098 CHF | 107 585 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 48 000 | 48 000 | 48 216 | 48 216 | 107 499 CHF | 107 981 CHF | 100,00% | 100,00% |
04/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 109 075 CHF | 109 555 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 49 000 | 49 000 | 49 022 | 49 022 | 105 116 CHF | 105 607 CHF | 100,00% | 100,00% |