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 | 0,42% | 2,38 CHF | 2,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 041 CHF | 180 791 CHF | 100,00% | 100,00% |
15/07/2024 | 0,58% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 54 514 | 54 514 | 135 394 CHF | 136 108 CHF | 99,72% | 99,72% |
12/07/2024 | 0,79% | 2,48 CHF | 2,50 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 90 304 CHF | 91 017 CHF | 99,01% | 99,01% |
11/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 278 CHF | 178 028 CHF | 98,90% | 98,90% |
10/07/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 173 030 CHF | 173 780 CHF | 100,00% | 100,00% |
09/07/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 171 704 CHF | 172 454 CHF | 96,65% | 96,65% |
08/07/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 170 647 CHF | 171 397 CHF | 100,00% | 100,00% |
05/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 961 CHF | 173 711 CHF | 98,86% | 98,86% |
04/07/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 167 698 CHF | 168 448 CHF | 100,00% | 100,00% |
03/07/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 158 376 CHF | 159 126 CHF | 99,76% | 99,76% |