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 | 0,63% | 2,87 CHF | 2,88 CHF | 100 000 | 100 000 | 44 139 | 44 139 | 124 776 CHF | 125 443 CHF | 99,87% | 99,87% |
15/07/2024 | 0,62% | 3,01 CHF | 3,02 CHF | 95 000 | 95 000 | 44 234 | 44 234 | 128 502 CHF | 129 173 CHF | 99,26% | 99,26% |
12/07/2024 | 0,58% | 2,78 CHF | 2,79 CHF | 100 000 | 100 000 | 45 191 | 45 191 | 122 738 CHF | 123 327 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 2,76 CHF | 2,77 CHF | 100 000 | 100 000 | 44 429 | 44 429 | 126 818 CHF | 127 490 CHF | 99,99% | 99,99% |
10/07/2024 | 0,57% | 2,74 CHF | 2,75 CHF | 100 000 | 100 000 | 44 714 | 44 714 | 122 154 CHF | 122 734 CHF | 100,00% | 100,00% |
09/07/2024 | 0,61% | 2,70 CHF | 2,71 CHF | 100 000 | 100 000 | 44 724 | 44 724 | 123 914 CHF | 124 549 CHF | 99,99% | 99,99% |
08/07/2024 | 0,65% | 2,74 CHF | 2,75 CHF | 100 000 | 100 000 | 44 388 | 44 388 | 121 549 CHF | 122 218 CHF | 100,00% | 100,00% |
05/07/2024 | 0,63% | 2,64 CHF | 2,65 CHF | 105 000 | 105 000 | 47 598 | 47 598 | 119 112 CHF | 119 734 CHF | 99,63% | 99,63% |
04/07/2024 | 0,63% | 2,43 CHF | 2,44 CHF | 42 000 | 42 000 | 34 048 | 34 048 | 82 889 CHF | 83 372 CHF | 99,65% | 99,65% |
03/07/2024 | 0,63% | 2,47 CHF | 2,48 CHF | 105 000 | 105 000 | 47 164 | 47 164 | 115 757 CHF | 116 371 CHF | 100,00% | 100,00% |