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 | 0,55% | 1,93 CHF | 1,94 CHF | 40 000 | 40 000 | 39 449 | 39 449 | 73 267 CHF | 73 664 CHF | 100,00% | 100,00% |
15/07/2024 | 0,50% | 2,08 CHF | 2,09 CHF | 40 000 | 40 000 | 37 633 | 37 633 | 79 739 CHF | 80 118 CHF | 99,99% | 99,99% |
12/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 81 865 CHF | 82 265 CHF | 100,00% | 100,00% |
11/07/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 83 740 CHF | 84 140 CHF | 99,98% | 99,98% |
10/07/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 80 297 CHF | 80 697 CHF | 99,99% | 99,99% |
09/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 40 000 | 40 000 | 39 867 | 39 867 | 82 322 CHF | 82 722 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 40 000 | 40 000 | 39 932 | 39 932 | 77 231 CHF | 77 631 CHF | 100,00% | 100,00% |
05/07/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 71 955 CHF | 72 355 CHF | 100,00% | 100,00% |
04/07/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 71 518 CHF | 71 918 CHF | 100,00% | 100,00% |
03/07/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 69 319 CHF | 69 719 CHF | 100,00% | 100,00% |