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 | 0,88% | 2,03 CHF | 2,04 CHF | 124 000 | 124 000 | 55 560 | 55 560 | 113 500 CHF | 114 342 CHF | 99,89% | 99,89% |
15/07/2024 | 0,91% | 2,01 CHF | 2,02 CHF | 124 000 | 124 000 | 55 331 | 55 331 | 110 158 CHF | 110 995 CHF | 100,00% | 100,00% |
12/07/2024 | 0,92% | 1,94 CHF | 1,95 CHF | 120 000 | 120 000 | 54 575 | 54 575 | 106 808 CHF | 107 634 CHF | 100,00% | 100,00% |
11/07/2024 | 0,90% | 1,96 CHF | 1,97 CHF | 122 000 | 122 000 | 55 045 | 55 045 | 109 553 CHF | 110 388 CHF | 99,81% | 99,81% |
10/07/2024 | 0,89% | 2,05 CHF | 2,06 CHF | 124 000 | 124 000 | 55 242 | 55 242 | 111 734 CHF | 112 570 CHF | 100,00% | 100,00% |
09/07/2024 | 0,91% | 1,96 CHF | 1,97 CHF | 120 000 | 120 000 | 54 661 | 54 661 | 107 587 CHF | 108 417 CHF | 99,77% | 99,77% |
08/07/2024 | 1,24% | 1,97 CHF | 1,98 CHF | 122 000 | 122 000 | 53 735 | 53 735 | 102 016 CHF | 102 989 CHF | 100,00% | 100,00% |
05/07/2024 | 1,24% | 1,89 CHF | 1,90 CHF | 118 000 | 118 000 | 53 094 | 53 094 | 99 770 CHF | 100 737 CHF | 99,70% | 99,70% |
04/07/2024 | 1,34% | 1,87 CHF | 1,89 CHF | 48 000 | 48 000 | 38 293 | 38 293 | 72 104 CHF | 73 029 CHF | 99,81% | 99,81% |
03/07/2024 | 1,25% | 1,90 CHF | 1,91 CHF | 118 000 | 118 000 | 52 483 | 52 483 | 98 394 CHF | 99 342 CHF | 100,00% | 100,00% |