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 | 0,93% | 2,53 CHF | 2,54 CHF | 60 000 | 60 000 | 26 830 | 26 830 | 67 317 CHF | 67 804 CHF | 99,90% | 99,90% |
15/07/2024 | 0,92% | 2,49 CHF | 2,50 CHF | 60 000 | 60 000 | 26 840 | 26 840 | 67 482 CHF | 67 968 CHF | 99,99% | 99,99% |
12/07/2024 | 0,92% | 2,51 CHF | 2,52 CHF | 60 000 | 60 000 | 26 844 | 26 844 | 67 503 CHF | 67 989 CHF | 100,00% | 100,00% |
11/07/2024 | 0,93% | 2,51 CHF | 2,52 CHF | 60 000 | 60 000 | 26 831 | 26 831 | 67 158 CHF | 67 644 CHF | 99,99% | 99,99% |
10/07/2024 | 0,75% | 2,45 CHF | 2,46 CHF | 60 000 | 60 000 | 26 830 | 26 830 | 64 620 CHF | 65 026 CHF | 99,90% | 99,90% |
09/07/2024 | 0,77% | 2,37 CHF | 2,38 CHF | 60 000 | 60 000 | 27 864 | 27 864 | 65 343 CHF | 65 767 CHF | 99,74% | 99,74% |
08/07/2024 | 0,76% | 2,36 CHF | 2,37 CHF | 60 000 | 60 000 | 27 094 | 27 094 | 64 307 CHF | 64 717 CHF | 99,32% | 99,32% |
05/07/2024 | 0,76% | 2,32 CHF | 2,33 CHF | 62 000 | 62 000 | 27 962 | 27 962 | 65 250 CHF | 65 674 CHF | 99,88% | 99,88% |
04/07/2024 | 0,84% | 2,38 CHF | 2,40 CHF | 24 000 | 24 000 | 19 232 | 19 232 | 45 400 CHF | 45 784 CHF | 99,63% | 99,63% |
03/07/2024 | 0,76% | 2,33 CHF | 2,34 CHF | 62 000 | 62 000 | 27 196 | 27 196 | 64 046 CHF | 64 456 CHF | 100,00% | 100,00% |