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 | 0,45% | 2,19 CHF | 2,20 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 66 808 CHF | 44 738 CHF | 100,00% | 100,00% |
15/07/2024 | 0,49% | 2,13 CHF | 2,14 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 684 CHF | 41 323 CHF | 97,09% | 97,09% |
12/07/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 61 057 CHF | 20 452 CHF | 99,01% | 99,01% |
11/07/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 496 CHF | 40 530 CHF | 99,08% | 99,08% |
10/07/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 425 CHF | 41 817 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 665 CHF | 40 643 CHF | 100,00% | 100,00% |
08/07/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 363 CHF | 19 888 CHF | 100,00% | 100,00% |
05/07/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 58 647 CHF | 39 298 CHF | 98,86% | 98,86% |
04/07/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 777 CHF | 41 384 CHF | 100,00% | 100,00% |
03/07/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 65 883 CHF | 44 122 CHF | 82,74% | 82,74% |