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 | 0,56% | 1,75 CHF | 1,76 CHF | 104 000 | 104 000 | 43 906 | 43 906 | 78 148 CHF | 78 588 CHF | 99,89% | 99,89% |
15/07/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 100 000 | 100 000 | 42 433 | 42 433 | 83 749 CHF | 84 174 CHF | 99,39% | 99,39% |
12/07/2024 | 0,56% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 43 318 | 43 318 | 80 723 CHF | 81 158 CHF | 100,00% | 100,00% |
11/07/2024 | 0,50% | 1,89 CHF | 1,90 CHF | 102 000 | 102 000 | 42 340 | 42 340 | 85 057 CHF | 85 482 CHF | 100,00% | 100,00% |
10/07/2024 | 0,53% | 2,02 CHF | 2,03 CHF | 100 000 | 100 000 | 42 634 | 42 634 | 83 271 CHF | 83 698 CHF | 100,00% | 100,00% |
09/07/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 100 000 | 100 000 | 43 022 | 43 022 | 82 849 CHF | 83 280 CHF | 99,95% | 99,95% |
08/07/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 102 000 | 102 000 | 43 471 | 43 471 | 81 921 CHF | 82 356 CHF | 99,86% | 99,86% |
05/07/2024 | 0,50% | 1,86 CHF | 1,87 CHF | 102 000 | 102 000 | 42 401 | 42 401 | 84 642 CHF | 85 067 CHF | 99,65% | 99,65% |
04/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 30 000 | 30 000 | 27 317 | 27 317 | 57 736 CHF | 58 009 CHF | 98,99% | 98,99% |
03/07/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 98 000 | 98 000 | 42 316 | 42 316 | 82 621 CHF | 83 045 CHF | 100,00% | 100,00% |