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 | 0,34% | 2,94 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 201 CHF | 145 701 CHF | 100,00% | 100,00% |
15/07/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 324 CHF | 139 824 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 858 CHF | 133 358 CHF | 99,67% | 99,67% |
11/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 140 091 CHF | 140 591 CHF | 99,29% | 99,29% |
10/07/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 413 CHF | 146 913 CHF | 96,09% | 96,09% |
09/07/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 205 CHF | 146 705 CHF | 99,67% | 99,67% |
08/07/2024 | 0,36% | 2,89 CHF | 2,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 756 CHF | 139 256 CHF | 99,85% | 99,85% |
05/07/2024 | 0,38% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 667 CHF | 133 167 CHF | 100,00% | 100,00% |
04/07/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 755 CHF | 134 255 CHF | 100,00% | 100,00% |
03/07/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 704 CHF | 134 204 CHF | 99,25% | 99,25% |