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 | 0,44% | 2,35 CHF | 2,36 CHF | 110 000 | 110 000 | 48 747 | 48 747 | 115 781 CHF | 116 273 CHF | 99,88% | 99,88% |
15/07/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 110 000 | 110 000 | 49 108 | 49 108 | 125 633 CHF | 126 126 CHF | 99,37% | 99,37% |
12/07/2024 | 0,43% | 2,54 CHF | 2,55 CHF | 110 000 | 110 000 | 49 040 | 49 040 | 120 041 CHF | 120 534 CHF | 99,99% | 99,99% |
11/07/2024 | 0,39% | 2,48 CHF | 2,49 CHF | 110 000 | 110 000 | 48 792 | 48 792 | 126 810 CHF | 127 302 CHF | 99,99% | 99,99% |
10/07/2024 | 0,41% | 2,60 CHF | 2,61 CHF | 110 000 | 110 000 | 49 005 | 49 005 | 124 452 CHF | 124 944 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 2,51 CHF | 2,52 CHF | 110 000 | 110 000 | 48 926 | 48 926 | 122 943 CHF | 123 435 CHF | 99,80% | 99,80% |
08/07/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 110 000 | 110 000 | 48 972 | 48 972 | 121 192 CHF | 121 684 CHF | 99,86% | 99,86% |
05/07/2024 | 0,39% | 2,45 CHF | 2,46 CHF | 110 000 | 110 000 | 49 083 | 49 083 | 126 910 CHF | 127 403 CHF | 99,65% | 99,65% |
04/07/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 40 000 | 40 000 | 34 633 | 34 633 | 93 345 CHF | 93 691 CHF | 98,99% | 98,99% |
03/07/2024 | 0,42% | 2,61 CHF | 2,62 CHF | 110 000 | 110 000 | 46 809 | 46 809 | 118 902 CHF | 119 374 CHF | 99,98% | 99,98% |