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 | 0,75% | 2,49 CHF | 2,50 CHF | 90 000 | 90 000 | 40 640 | 40 640 | 99 320 CHF | 99 938 CHF | 99,88% | 99,88% |
15/07/2024 | 0,75% | 2,30 CHF | 2,31 CHF | 94 000 | 94 000 | 41 198 | 41 198 | 96 679 CHF | 97 299 CHF | 100,00% | 100,00% |
12/07/2024 | 0,75% | 2,44 CHF | 2,45 CHF | 90 000 | 90 000 | 39 489 | 39 489 | 99 648 CHF | 100 252 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 2,35 CHF | 2,36 CHF | 92 000 | 92 000 | 41 766 | 41 766 | 96 155 CHF | 96 791 CHF | 99,98% | 99,98% |
10/07/2024 | 0,84% | 2,14 CHF | 2,15 CHF | 96 000 | 96 000 | 43 062 | 43 062 | 92 237 CHF | 92 890 CHF | 99,89% | 99,89% |
09/07/2024 | 0,83% | 2,13 CHF | 2,14 CHF | 96 000 | 96 000 | 43 007 | 43 007 | 93 043 CHF | 93 695 CHF | 99,77% | 99,77% |
08/07/2024 | 0,80% | 2,16 CHF | 2,17 CHF | 96 000 | 96 000 | 42 551 | 42 551 | 94 989 CHF | 95 633 CHF | 99,31% | 99,31% |
05/07/2024 | 0,82% | 2,16 CHF | 2,17 CHF | 96 000 | 96 000 | 42 860 | 42 860 | 93 169 CHF | 93 818 CHF | 100,00% | 100,00% |
04/07/2024 | 0,92% | 2,16 CHF | 2,18 CHF | 39 000 | 39 000 | 31 053 | 31 053 | 67 153 CHF | 67 774 CHF | 99,65% | 99,65% |
03/07/2024 | 0,79% | 2,13 CHF | 2,14 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 94 500 CHF | 95 140 CHF | 100,00% | 100,00% |