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 | 0,41% | 2,43 CHF | 2,44 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 109 486 CHF | 109 936 CHF | 100,00% | 100,00% |
15/07/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 121 355 CHF | 121 834 CHF | 100,00% | 100,00% |
12/07/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 45 000 | 45 000 | 45 000 | 44 998 | 121 034 CHF | 121 482 CHF | 100,00% | 100,00% |
11/07/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 115 715 CHF | 116 165 CHF | 100,00% | 100,00% |
10/07/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 308 CHF | 124 808 CHF | 100,00% | 100,00% |
09/07/2024 | 0,39% | 2,47 CHF | 2,48 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 114 314 CHF | 114 764 CHF | 100,00% | 100,00% |
08/07/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 830 CHF | 125 330 CHF | 100,00% | 100,00% |
05/07/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 112 617 CHF | 113 067 CHF | 100,00% | 100,00% |
04/07/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 624 CHF | 126 124 CHF | 100,00% | 100,00% |
03/07/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 399 CHF | 122 899 CHF | 100,00% | 100,00% |