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 | 0,67% | 2,67 CHF | 2,68 CHF | 100 000 | 100 000 | 44 185 | 44 185 | 116 203 CHF | 116 871 CHF | 99,88% | 99,88% |
15/07/2024 | 0,66% | 2,82 CHF | 2,83 CHF | 95 000 | 95 000 | 44 234 | 44 234 | 119 881 CHF | 120 552 CHF | 99,26% | 99,26% |
12/07/2024 | 0,62% | 2,58 CHF | 2,59 CHF | 100 000 | 100 000 | 45 191 | 45 191 | 113 925 CHF | 114 514 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 2,57 CHF | 2,58 CHF | 100 000 | 100 000 | 44 481 | 44 481 | 118 205 CHF | 118 878 CHF | 99,95% | 99,95% |
10/07/2024 | 0,61% | 2,55 CHF | 2,56 CHF | 100 000 | 100 000 | 44 714 | 44 714 | 113 321 CHF | 113 902 CHF | 100,00% | 100,00% |
09/07/2024 | 0,65% | 2,51 CHF | 2,52 CHF | 100 000 | 100 000 | 44 726 | 44 726 | 115 159 CHF | 115 794 CHF | 99,99% | 99,99% |
08/07/2024 | 0,70% | 2,55 CHF | 2,56 CHF | 100 000 | 100 000 | 44 388 | 44 388 | 112 789 CHF | 113 459 CHF | 100,00% | 100,00% |
05/07/2024 | 0,69% | 2,44 CHF | 2,45 CHF | 105 000 | 105 000 | 47 597 | 47 597 | 109 731 CHF | 110 352 CHF | 99,63% | 99,63% |
04/07/2024 | 0,68% | 2,24 CHF | 2,25 CHF | 42 000 | 42 000 | 34 048 | 34 048 | 76 222 CHF | 76 706 CHF | 99,65% | 99,65% |
03/07/2024 | 0,69% | 2,28 CHF | 2,29 CHF | 105 000 | 105 000 | 47 149 | 47 164 | 106 436 CHF | 107 085 CHF | 100,00% | 100,00% |