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 | 0,54% | 1,85 CHF | 1,86 CHF | 104 000 | 104 000 | 43 903 | 43 903 | 82 218 CHF | 82 657 CHF | 99,89% | 99,89% |
15/07/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 100 000 | 100 000 | 42 424 | 42 424 | 87 662 CHF | 88 087 CHF | 99,37% | 99,37% |
12/07/2024 | 0,53% | 2,05 CHF | 2,06 CHF | 100 000 | 100 000 | 43 318 | 43 318 | 84 725 CHF | 85 159 CHF | 100,00% | 100,00% |
11/07/2024 | 0,48% | 1,98 CHF | 1,99 CHF | 102 000 | 102 000 | 42 339 | 42 339 | 88 973 CHF | 89 399 CHF | 100,00% | 100,00% |
10/07/2024 | 0,50% | 2,11 CHF | 2,12 CHF | 100 000 | 100 000 | 42 626 | 42 626 | 87 201 CHF | 87 628 CHF | 99,99% | 99,99% |
09/07/2024 | 0,51% | 2,01 CHF | 2,02 CHF | 100 000 | 100 000 | 43 025 | 43 025 | 86 845 CHF | 87 276 CHF | 99,95% | 99,95% |
08/07/2024 | 0,52% | 1,99 CHF | 2,00 CHF | 102 000 | 102 000 | 43 474 | 43 474 | 85 943 CHF | 86 379 CHF | 99,86% | 99,86% |
05/07/2024 | 0,48% | 1,95 CHF | 1,96 CHF | 102 000 | 102 000 | 42 402 | 42 402 | 88 558 CHF | 88 983 CHF | 99,65% | 99,65% |
04/07/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 30 000 | 30 000 | 27 317 | 27 317 | 60 241 CHF | 60 514 CHF | 98,99% | 98,99% |
03/07/2024 | 0,50% | 2,12 CHF | 2,13 CHF | 98 000 | 98 000 | 42 316 | 42 316 | 86 570 CHF | 86 994 CHF | 100,00% | 100,00% |