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 | 0,50% | 2,03 CHF | 2,04 CHF | 120 000 | 120 000 | 50 701 | 50 701 | 104 260 CHF | 104 772 CHF | 99,89% | 99,89% |
15/07/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 110 000 | 110 000 | 49 110 | 49 110 | 109 827 CHF | 110 320 CHF | 99,39% | 99,39% |
12/07/2024 | 0,49% | 2,22 CHF | 2,23 CHF | 110 000 | 110 000 | 49 045 | 49 045 | 104 388 CHF | 104 881 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 110 000 | 110 000 | 48 802 | 48 802 | 111 061 CHF | 111 553 CHF | 100,00% | 100,00% |
10/07/2024 | 0,47% | 2,28 CHF | 2,29 CHF | 110 000 | 110 000 | 48 998 | 48 998 | 108 639 CHF | 109 131 CHF | 99,99% | 99,99% |
09/07/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 110 000 | 110 000 | 48 926 | 48 926 | 107 245 CHF | 107 737 CHF | 99,80% | 99,80% |
08/07/2024 | 0,48% | 2,17 CHF | 2,18 CHF | 110 000 | 110 000 | 48 971 | 48 971 | 105 592 CHF | 106 084 CHF | 99,86% | 99,86% |
05/07/2024 | 0,44% | 2,13 CHF | 2,14 CHF | 110 000 | 110 000 | 49 084 | 49 084 | 111 088 CHF | 111 581 CHF | 99,65% | 99,65% |
04/07/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 40 000 | 40 000 | 34 633 | 34 633 | 82 121 CHF | 82 467 CHF | 98,99% | 98,99% |
03/07/2024 | 0,47% | 2,29 CHF | 2,30 CHF | 110 000 | 110 000 | 49 006 | 49 006 | 108 678 CHF | 109 170 CHF | 99,96% | 99,96% |