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 | 0,36% | 2,85 CHF | 2,86 CHF | 110 000 | 110 000 | 48 748 | 48 748 | 140 097 CHF | 140 590 CHF | 99,89% | 99,89% |
15/07/2024 | 0,34% | 3,05 CHF | 3,06 CHF | 110 000 | 110 000 | 49 109 | 49 109 | 150 319 CHF | 150 812 CHF | 99,39% | 99,39% |
12/07/2024 | 0,35% | 3,05 CHF | 3,06 CHF | 110 000 | 110 000 | 49 042 | 49 042 | 144 630 CHF | 145 122 CHF | 100,00% | 100,00% |
11/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 110 000 | 110 000 | 46 443 | 46 443 | 143 972 CHF | 144 439 CHF | 100,00% | 100,00% |
10/07/2024 | 0,34% | 3,11 CHF | 3,12 CHF | 110 000 | 110 000 | 48 293 | 48 293 | 146 921 CHF | 147 406 CHF | 99,99% | 99,99% |
09/07/2024 | 0,35% | 3,01 CHF | 3,02 CHF | 110 000 | 110 000 | 48 912 | 48 912 | 147 474 CHF | 147 966 CHF | 99,80% | 99,80% |
08/07/2024 | 0,35% | 2,99 CHF | 3,00 CHF | 110 000 | 110 000 | 48 972 | 48 972 | 145 654 CHF | 146 146 CHF | 99,86% | 99,86% |
05/07/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 110 000 | 110 000 | 46 632 | 46 632 | 143 853 CHF | 144 320 CHF | 99,66% | 99,66% |
04/07/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 96 078 CHF | 96 378 CHF | 99,00% | 99,00% |
03/07/2024 | 0,34% | 3,12 CHF | 3,13 CHF | 100 000 | 100 000 | 48 648 | 48 648 | 148 083 CHF | 148 571 CHF | 99,58% | 99,58% |