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 | 0,38% | 2,68 CHF | 2,69 CHF | 110 000 | 110 000 | 48 745 | 48 745 | 131 880 CHF | 132 372 CHF | 99,89% | 99,89% |
15/07/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 110 000 | 110 000 | 49 106 | 49 106 | 141 982 CHF | 142 476 CHF | 99,40% | 99,40% |
12/07/2024 | 0,37% | 2,88 CHF | 2,89 CHF | 110 000 | 110 000 | 49 044 | 49 044 | 136 329 CHF | 136 822 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 110 000 | 110 000 | 46 427 | 46 427 | 136 029 CHF | 136 497 CHF | 99,98% | 99,98% |
10/07/2024 | 0,36% | 2,94 CHF | 2,95 CHF | 110 000 | 110 000 | 48 301 | 48 301 | 138 725 CHF | 139 210 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 2,84 CHF | 2,85 CHF | 110 000 | 110 000 | 48 906 | 48 906 | 139 166 CHF | 139 658 CHF | 99,80% | 99,80% |
08/07/2024 | 0,37% | 2,82 CHF | 2,83 CHF | 110 000 | 110 000 | 48 971 | 48 971 | 137 396 CHF | 137 888 CHF | 99,86% | 99,86% |
05/07/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 110 000 | 110 000 | 46 635 | 46 635 | 135 932 CHF | 136 400 CHF | 99,66% | 99,66% |
04/07/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 90 961 CHF | 91 261 CHF | 99,00% | 99,00% |
03/07/2024 | 0,36% | 2,95 CHF | 2,96 CHF | 100 000 | 100 000 | 48 762 | 48 762 | 140 136 CHF | 140 626 CHF | 99,77% | 99,77% |