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 | 0,46% | 2,29 CHF | 2,30 CHF | 30 000 | 30 000 | 37 898 | 37 898 | 84 118 CHF | 84 501 CHF | 100,00% | 100,00% |
15/07/2024 | 0,52% | 2,46 CHF | 2,47 CHF | 30 000 | 30 000 | 22 047 | 22 047 | 54 757 CHF | 54 986 CHF | 100,00% | 100,00% |
12/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 72 526 CHF | 72 826 CHF | 100,00% | 100,00% |
11/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 30 000 | 30 000 | 29 976 | 29 976 | 73 910 CHF | 74 210 CHF | 100,00% | 100,00% |
10/07/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 30 000 | 30 000 | 29 997 | 29 997 | 71 318 CHF | 71 618 CHF | 99,99% | 99,99% |
09/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 30 000 | 30 000 | 29 902 | 29 902 | 72 849 CHF | 73 149 CHF | 100,00% | 100,00% |
08/07/2024 | 0,44% | 2,39 CHF | 2,40 CHF | 40 000 | 40 000 | 39 934 | 39 934 | 91 901 CHF | 92 301 CHF | 99,70% | 99,70% |
05/07/2024 | 0,46% | 2,12 CHF | 2,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 86 459 CHF | 86 859 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 85 952 CHF | 86 352 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 83 562 CHF | 83 962 CHF | 100,00% | 100,00% |