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 | 0,40% | 2,67 CHF | 2,68 CHF | 30 000 | 30 000 | 29 183 | 29 183 | 75 777 CHF | 76 072 CHF | 99,99% | 99,99% |
15/07/2024 | 0,47% | 2,84 CHF | 2,85 CHF | 30 000 | 30 000 | 20 319 | 20 319 | 58 111 CHF | 58 325 CHF | 100,00% | 100,00% |
12/07/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 30 000 | 30 000 | 29 999 | 29 999 | 83 907 CHF | 84 207 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 30 000 | 30 000 | 29 975 | 29 975 | 85 293 CHF | 85 593 CHF | 99,97% | 99,97% |
10/07/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 30 000 | 30 000 | 29 996 | 29 996 | 82 679 CHF | 82 979 CHF | 100,00% | 100,00% |
09/07/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 30 000 | 30 000 | 29 901 | 29 901 | 84 183 CHF | 84 483 CHF | 100,00% | 100,00% |
08/07/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 30 000 | 30 000 | 32 657 | 32 657 | 87 292 CHF | 87 619 CHF | 99,69% | 99,69% |
05/07/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 101 391 CHF | 101 791 CHF | 100,00% | 100,00% |
04/07/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 100 845 CHF | 101 245 CHF | 100,00% | 100,00% |
03/07/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 98 314 CHF | 98 714 CHF | 100,00% | 100,00% |