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 | 0,41% | 2,47 CHF | 2,48 CHF | 72 000 | 72 000 | 72 039 | 72 039 | 175 896 CHF | 176 616 CHF | 99,99% | 99,99% |
15/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 72 000 | 72 000 | 72 085 | 72 085 | 175 885 CHF | 176 605 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 184 933 CHF | 185 633 CHF | 100,00% | 100,00% |
11/07/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 70 000 | 70 000 | 70 359 | 70 359 | 183 087 CHF | 183 791 CHF | 99,83% | 99,83% |
10/07/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 176 794 CHF | 177 514 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 72 000 | 72 000 | 71 913 | 71 913 | 179 115 CHF | 179 835 CHF | 99,74% | 99,74% |
08/07/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 179 458 CHF | 180 178 CHF | 99,99% | 99,99% |
05/07/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 72 000 | 72 000 | 70 596 | 70 596 | 182 362 CHF | 183 068 CHF | 99,81% | 99,81% |
04/07/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 72 000 | 72 000 | 71 319 | 71 319 | 184 046 CHF | 184 760 CHF | 100,00% | 100,00% |
03/07/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 72 000 | 72 000 | 70 496 | 70 496 | 183 763 CHF | 184 468 CHF | 100,00% | 100,00% |