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 | 0,39% | 2,53 CHF | 2,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 129 CHF | 191 879 CHF | 100,00% | 100,00% |
15/07/2024 | 0,58% | 2,61 CHF | 2,62 CHF | 75 000 | 75 000 | 54 513 | 54 513 | 143 503 CHF | 144 253 CHF | 99,73% | 99,73% |
12/07/2024 | 0,72% | 2,63 CHF | 2,65 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 95 828 CHF | 96 525 CHF | 99,01% | 99,01% |
11/07/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 333 CHF | 189 083 CHF | 98,80% | 98,80% |
10/07/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 184 094 CHF | 184 844 CHF | 100,00% | 100,00% |
09/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 182 745 CHF | 183 495 CHF | 99,14% | 99,14% |
08/07/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 756 CHF | 182 506 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 184 030 CHF | 184 780 CHF | 98,84% | 98,84% |
04/07/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 178 742 CHF | 179 492 CHF | 100,00% | 100,00% |
03/07/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 453 CHF | 170 203 CHF | 99,82% | 99,82% |