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 | 0,49% | 2,03 CHF | 2,04 CHF | 104 000 | 104 000 | 43 905 | 43 905 | 90 336 CHF | 90 775 CHF | 99,89% | 99,89% |
15/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 100 000 | 100 000 | 42 434 | 42 434 | 95 511 CHF | 95 936 CHF | 99,39% | 99,39% |
12/07/2024 | 0,48% | 2,24 CHF | 2,25 CHF | 100 000 | 100 000 | 43 319 | 43 319 | 92 723 CHF | 93 157 CHF | 100,00% | 100,00% |
11/07/2024 | 0,44% | 2,17 CHF | 2,18 CHF | 102 000 | 102 000 | 42 339 | 42 339 | 96 814 CHF | 97 240 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 2,29 CHF | 2,30 CHF | 100 000 | 100 000 | 42 633 | 42 633 | 95 144 CHF | 95 571 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 100 000 | 100 000 | 43 026 | 43 026 | 94 832 CHF | 95 263 CHF | 99,95% | 99,95% |
08/07/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 102 000 | 102 000 | 43 472 | 43 472 | 93 985 CHF | 94 420 CHF | 99,86% | 99,86% |
05/07/2024 | 0,44% | 2,14 CHF | 2,15 CHF | 102 000 | 102 000 | 42 407 | 42 407 | 96 450 CHF | 96 875 CHF | 99,66% | 99,66% |
04/07/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 30 000 | 30 000 | 27 318 | 27 318 | 65 334 CHF | 65 608 CHF | 98,99% | 98,99% |
03/07/2024 | 0,46% | 2,30 CHF | 2,31 CHF | 98 000 | 98 000 | 42 316 | 42 316 | 94 405 CHF | 94 829 CHF | 100,00% | 100,00% |