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 | 0,89% | 2,58 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 261 CHF | 63 825 CHF | 99,58% | 99,58% |
15/07/2024 | 0,86% | 2,49 CHF | 2,51 CHF | 25 000 | 25 000 | 26 375 | 26 375 | 65 416 CHF | 65 972 CHF | 98,72% | 98,72% |
12/07/2024 | 0,51% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 824 CHF | 121 438 CHF | 99,38% | 99,38% |
11/07/2024 | 0,51% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 991 CHF | 124 631 CHF | 98,98% | 98,98% |
10/07/2024 | 0,55% | 2,47 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 447 CHF | 122 119 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 679 CHF | 126 316 CHF | 100,00% | 100,00% |
08/07/2024 | 0,52% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 595 CHF | 124 238 CHF | 100,00% | 100,00% |
05/07/2024 | 0,53% | 2,46 CHF | 2,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 996 CHF | 124 657 CHF | 99,62% | 99,62% |
04/07/2024 | 0,56% | 2,41 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 194 CHF | 122 881 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,43 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 408 CHF | 122 999 CHF | 99,73% | 99,73% |