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 | 0,79% | 2,29 CHF | 2,30 CHF | 100 000 | 100 000 | 44 185 | 44 185 | 99 485 CHF | 100 153 CHF | 99,88% | 99,88% |
15/07/2024 | 0,77% | 2,44 CHF | 2,45 CHF | 95 000 | 95 000 | 44 234 | 44 234 | 103 107 CHF | 103 778 CHF | 99,26% | 99,26% |
12/07/2024 | 0,74% | 2,21 CHF | 2,22 CHF | 100 000 | 100 000 | 45 191 | 45 191 | 96 773 CHF | 97 362 CHF | 100,00% | 100,00% |
11/07/2024 | 0,78% | 2,19 CHF | 2,20 CHF | 100 000 | 100 000 | 44 503 | 44 503 | 101 459 CHF | 102 132 CHF | 99,99% | 99,99% |
10/07/2024 | 0,72% | 2,17 CHF | 2,18 CHF | 100 000 | 100 000 | 44 714 | 44 714 | 96 363 CHF | 96 943 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 44 731 | 44 731 | 98 146 CHF | 98 781 CHF | 100,00% | 100,00% |
08/07/2024 | 0,82% | 2,17 CHF | 2,18 CHF | 100 000 | 100 000 | 44 388 | 44 388 | 95 995 CHF | 96 664 CHF | 100,00% | 100,00% |
05/07/2024 | 0,83% | 2,06 CHF | 2,07 CHF | 105 000 | 105 000 | 47 597 | 47 597 | 91 685 CHF | 92 306 CHF | 99,63% | 99,63% |
04/07/2024 | 0,82% | 1,85 CHF | 1,86 CHF | 42 000 | 42 000 | 34 048 | 34 048 | 63 186 CHF | 63 669 CHF | 99,65% | 99,65% |
03/07/2024 | 0,82% | 1,90 CHF | 1,91 CHF | 105 000 | 105 000 | 47 164 | 47 164 | 88 525 CHF | 89 139 CHF | 100,00% | 100,00% |