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 | 0,51% | 1,94 CHF | 1,95 CHF | 104 000 | 104 000 | 43 913 | 43 913 | 86 302 CHF | 86 742 CHF | 99,90% | 99,90% |
15/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 100 000 | 100 000 | 42 424 | 42 424 | 91 579 CHF | 92 004 CHF | 99,37% | 99,37% |
12/07/2024 | 0,50% | 2,14 CHF | 2,15 CHF | 100 000 | 100 000 | 43 318 | 43 318 | 88 736 CHF | 89 170 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 2,07 CHF | 2,08 CHF | 102 000 | 102 000 | 42 335 | 42 335 | 92 879 CHF | 93 305 CHF | 99,99% | 99,99% |
10/07/2024 | 0,48% | 2,20 CHF | 2,21 CHF | 100 000 | 100 000 | 42 633 | 42 633 | 91 174 CHF | 91 601 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 100 000 | 100 000 | 43 026 | 43 026 | 90 818 CHF | 91 249 CHF | 99,95% | 99,95% |
08/07/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 102 000 | 102 000 | 43 473 | 43 473 | 89 953 CHF | 90 389 CHF | 99,86% | 99,86% |
05/07/2024 | 0,46% | 2,04 CHF | 2,05 CHF | 102 000 | 102 000 | 42 403 | 42 403 | 92 506 CHF | 92 931 CHF | 99,65% | 99,65% |
04/07/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 30 000 | 30 000 | 27 318 | 27 318 | 62 794 CHF | 63 068 CHF | 99,00% | 99,00% |
03/07/2024 | 0,48% | 2,21 CHF | 2,22 CHF | 98 000 | 98 000 | 42 312 | 42 312 | 90 467 CHF | 90 891 CHF | 99,99% | 99,99% |