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 | 0,85% | 2,72 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 610 CHF | 67 177 CHF | 99,58% | 99,58% |
15/07/2024 | 0,80% | 2,62 CHF | 2,64 CHF | 25 000 | 25 000 | 26 375 | 26 375 | 68 949 CHF | 69 489 CHF | 98,72% | 98,72% |
12/07/2024 | 0,49% | 2,59 CHF | 2,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 501 CHF | 128 131 CHF | 99,38% | 99,38% |
11/07/2024 | 0,53% | 2,57 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 660 CHF | 131 352 CHF | 99,15% | 99,15% |
10/07/2024 | 0,52% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 161 CHF | 128 827 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 2,61 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 375 CHF | 132 995 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 2,64 CHF | 2,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 294 CHF | 130 934 CHF | 100,00% | 100,00% |
05/07/2024 | 0,45% | 2,59 CHF | 2,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 719 CHF | 131 312 CHF | 99,55% | 99,55% |
04/07/2024 | 0,48% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 918 CHF | 129 544 CHF | 100,00% | 100,00% |
03/07/2024 | 0,52% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 034 CHF | 129 704 CHF | 99,73% | 99,73% |