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 | 0,48% | 2,02 CHF | 2,03 CHF | 130 000 | 130 000 | 58 436 | 58 436 | 122 733 CHF | 123 319 CHF | 99,87% | 99,87% |
15/07/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 130 000 | 130 000 | 58 936 | 58 936 | 137 552 CHF | 138 143 CHF | 97,77% | 97,77% |
12/07/2024 | 0,47% | 2,41 CHF | 2,42 CHF | 130 000 | 130 000 | 58 403 | 58 403 | 129 625 CHF | 130 210 CHF | 99,98% | 99,98% |
11/07/2024 | 0,37% | 2,36 CHF | 2,37 CHF | 130 000 | 130 000 | 55 554 | 55 554 | 149 894 CHF | 150 454 CHF | 99,86% | 99,86% |
10/07/2024 | 0,39% | 2,70 CHF | 2,71 CHF | 120 000 | 120 000 | 56 452 | 56 452 | 149 590 CHF | 150 155 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,51 CHF | 2,52 CHF | 130 000 | 130 000 | 58 511 | 58 511 | 142 949 CHF | 143 535 CHF | 99,70% | 99,70% |
08/07/2024 | 0,50% | 2,17 CHF | 2,18 CHF | 130 000 | 130 000 | 58 470 | 58 470 | 123 003 CHF | 123 588 CHF | 100,00% | 100,00% |
05/07/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 130 000 | 130 000 | 58 415 | 58 415 | 125 175 CHF | 125 760 CHF | 99,28% | 99,28% |
04/07/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 39 000 | 39 000 | 39 000 | 39 000 | 83 253 CHF | 83 643 CHF | 98,45% | 98,45% |
03/07/2024 | 0,63% | 1,95 CHF | 1,96 CHF | 130 000 | 130 000 | 61 632 | 61 632 | 102 533 CHF | 103 151 CHF | 98,50% | 98,50% |