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 | 0,46% | 2,21 CHF | 2,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 659 CHF | 53 909 CHF | 100,00% | 100,00% |
15/07/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 206 CHF | 54 456 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 25 000 | 25 000 | 28 905 | 28 906 | 59 451 CHF | 59 743 CHF | 98,46% | 98,46% |
11/07/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 25 000 | 25 000 | 43 259 | 43 258 | 85 874 CHF | 86 305 CHF | 99,84% | 99,84% |
10/07/2024 | 0,53% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 627 CHF | 95 127 CHF | 99,77% | 99,77% |
09/07/2024 | 0,53% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 888 CHF | 95 388 CHF | 100,00% | 100,00% |
08/07/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 541 CHF | 95 041 CHF | 98,98% | 98,98% |
05/07/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 831 CHF | 91 331 CHF | 100,00% | 100,00% |
04/07/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 289 CHF | 85 789 CHF | 98,16% | 98,16% |
03/07/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 169 CHF | 83 669 CHF | 100,00% | 100,00% |