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% | 2,85 CHF | 2,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 111 953 CHF | 112 532 CHF | 100,00% | 100,00% |
15/07/2024 | 0,48% | 2,90 CHF | 2,92 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 118 262 CHF | 118 835 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 2,93 CHF | 2,95 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 130 723 CHF | 131 331 CHF | 100,00% | 100,00% |
11/07/2024 | 0,42% | 2,80 CHF | 2,82 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 125 504 CHF | 126 027 CHF | 100,00% | 100,00% |
10/07/2024 | 0,42% | 2,64 CHF | 2,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 698 CHF | 128 238 CHF | 100,00% | 100,00% |
09/07/2024 | 0,46% | 2,44 CHF | 2,45 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 109 323 CHF | 109 824 CHF | 100,00% | 100,00% |
08/07/2024 | 0,42% | 2,57 CHF | 2,58 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 116 306 CHF | 116 796 CHF | 100,00% | 100,00% |
05/07/2024 | 0,43% | 2,53 CHF | 2,54 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 115 422 CHF | 115 924 CHF | 100,00% | 100,00% |
04/07/2024 | 0,44% | 2,62 CHF | 2,63 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 118 921 CHF | 119 442 CHF | 100,00% | 100,00% |
03/07/2024 | 0,42% | 2,59 CHF | 2,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 480 CHF | 125 005 CHF | 100,00% | 100,00% |