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 | 0,41% | 2,40 CHF | 2,41 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 73 040 CHF | 48 894 CHF | 100,00% | 100,00% |
15/07/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 67 952 CHF | 45 502 CHF | 97,10% | 97,10% |
12/07/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 67 273 CHF | 22 524 CHF | 99,01% | 99,01% |
11/07/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 66 721 CHF | 44 680 CHF | 99,08% | 99,08% |
10/07/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 68 650 CHF | 45 967 CHF | 100,00% | 100,00% |
09/07/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 66 884 CHF | 44 789 CHF | 100,00% | 100,00% |
08/07/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 65 634 CHF | 21 978 CHF | 99,97% | 99,97% |
05/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 64 861 CHF | 43 441 CHF | 98,86% | 98,86% |
04/07/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 68 010 CHF | 45 540 CHF | 100,00% | 100,00% |
03/07/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 72 103 CHF | 48 268 CHF | 82,74% | 82,74% |