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 | 0,41% | 2,51 CHF | 2,52 CHF | 110 000 | 110 000 | 48 753 | 48 753 | 123 790 CHF | 124 283 CHF | 99,90% | 99,90% |
15/07/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 110 000 | 110 000 | 49 109 | 49 109 | 133 763 CHF | 134 257 CHF | 99,39% | 99,39% |
12/07/2024 | 0,40% | 2,71 CHF | 2,72 CHF | 110 000 | 110 000 | 49 045 | 49 045 | 128 151 CHF | 128 644 CHF | 100,00% | 100,00% |
11/07/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 110 000 | 110 000 | 46 443 | 46 443 | 128 254 CHF | 128 722 CHF | 100,00% | 100,00% |
10/07/2024 | 0,38% | 2,77 CHF | 2,78 CHF | 110 000 | 110 000 | 48 998 | 48 998 | 132 525 CHF | 133 017 CHF | 99,99% | 99,99% |
09/07/2024 | 0,39% | 2,67 CHF | 2,68 CHF | 110 000 | 110 000 | 48 924 | 48 924 | 131 011 CHF | 131 503 CHF | 99,80% | 99,80% |
08/07/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 110 000 | 110 000 | 48 974 | 48 974 | 129 228 CHF | 129 720 CHF | 99,86% | 99,86% |
05/07/2024 | 0,37% | 2,61 CHF | 2,62 CHF | 110 000 | 110 000 | 46 634 | 46 634 | 128 097 CHF | 128 564 CHF | 99,66% | 99,66% |
04/07/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 85 889 CHF | 86 189 CHF | 99,00% | 99,00% |
03/07/2024 | 0,38% | 2,78 CHF | 2,79 CHF | 100 000 | 100 000 | 48 798 | 48 798 | 132 024 CHF | 132 514 CHF | 99,84% | 99,84% |