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 | 0,91% | 2,28 CHF | 2,30 CHF | 40 000 | 40 000 | 39 682 | 39 682 | 88 268 CHF | 89 068 CHF | 100,00% | 100,00% |
15/07/2024 | 0,84% | 2,28 CHF | 2,30 CHF | 40 000 | 40 000 | 39 944 | 39 944 | 95 002 CHF | 95 801 CHF | 100,00% | 100,00% |
12/07/2024 | 0,84% | 2,42 CHF | 2,44 CHF | 40 000 | 40 000 | 48 424 | 48 424 | 115 060 CHF | 116 029 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 2,39 CHF | 2,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 690 CHF | 120 690 CHF | 99,99% | 99,99% |
10/07/2024 | 0,85% | 2,36 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 697 CHF | 117 697 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 2,41 CHF | 2,43 CHF | 50 000 | 50 000 | 50 154 | 50 154 | 121 343 CHF | 122 332 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 60 000 | 60 000 | 59 896 | 59 896 | 138 217 CHF | 138 817 CHF | 100,00% | 100,00% |
05/07/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 137 232 CHF | 137 832 CHF | 100,00% | 100,00% |
04/07/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 138 989 CHF | 139 589 CHF | 100,00% | 100,00% |
03/07/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 60 000 | 60 000 | 60 012 | 60 012 | 137 553 CHF | 138 154 CHF | 100,00% | 100,00% |