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 | 0,45% | 2,18 CHF | 2,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 844 CHF | 165 594 CHF | 98,63% | 98,63% |
15/07/2024 | 0,66% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 54 516 | 54 516 | 124 292 CHF | 125 028 CHF | 99,71% | 99,71% |
12/07/2024 | 0,83% | 2,28 CHF | 2,30 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 82 650 CHF | 83 337 CHF | 99,01% | 99,01% |
11/07/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 989 CHF | 162 739 CHF | 99,08% | 99,08% |
10/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 157 731 CHF | 158 481 CHF | 100,00% | 100,00% |
09/07/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 410 CHF | 157 160 CHF | 99,99% | 99,99% |
08/07/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 408 CHF | 156 158 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 157 653 CHF | 158 403 CHF | 98,86% | 98,86% |
04/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 152 388 CHF | 153 138 CHF | 100,00% | 100,00% |
03/07/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 093 CHF | 143 843 CHF | 99,82% | 99,82% |