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 | 0,43% | 2,36 CHF | 2,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 230 573 CHF | 231 573 CHF | 100,00% | 100,00% |
15/07/2024 | 0,48% | 2,47 CHF | 2,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 249 806 CHF | 251 008 CHF | 98,08% | 98,08% |
12/07/2024 | 0,47% | 2,46 CHF | 2,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 244 723 CHF | 245 869 CHF | 98,95% | 98,95% |
11/07/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 247 855 CHF | 248 855 CHF | 97,16% | 97,16% |
10/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 241 596 CHF | 242 596 CHF | 100,00% | 100,00% |
09/07/2024 | 0,50% | 2,45 CHF | 2,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 245 552 CHF | 246 773 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 99 416 | 99 416 | 234 685 CHF | 235 685 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 2,23 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 729 CHF | 113 842 CHF | 99,53% | 99,53% |
04/07/2024 | 0,96% | 2,26 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 164 CHF | 113 241 CHF | 100,00% | 100,00% |
03/07/2024 | 0,97% | 2,19 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 803 CHF | 110 878 CHF | 99,71% | 99,71% |