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 | 0,37% | 2,90 CHF | 2,91 CHF | 48 000 | 48 000 | 26 728 | 26 728 | 75 547 CHF | 75 816 CHF | 99,84% | 99,84% |
15/07/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 48 000 | 48 000 | 26 883 | 26 883 | 75 744 CHF | 76 013 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,77 CHF | 2,78 CHF | 48 000 | 48 000 | 27 020 | 27 020 | 73 483 CHF | 73 754 CHF | 99,94% | 99,94% |
11/07/2024 | 0,39% | 2,71 CHF | 2,72 CHF | 48 000 | 48 000 | 26 674 | 26 674 | 71 988 CHF | 72 258 CHF | 99,43% | 99,43% |
10/07/2024 | 0,39% | 2,67 CHF | 2,68 CHF | 52 000 | 52 000 | 28 350 | 28 350 | 74 885 CHF | 75 169 CHF | 99,84% | 99,84% |
09/07/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 52 000 | 52 000 | 28 793 | 28 793 | 74 127 CHF | 74 416 CHF | 99,65% | 99,65% |
08/07/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 52 000 | 52 000 | 28 716 | 28 716 | 73 509 CHF | 73 797 CHF | 100,00% | 100,00% |
05/07/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 52 000 | 52 000 | 28 692 | 28 692 | 75 049 CHF | 75 336 CHF | 99,53% | 99,53% |
04/07/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 26 000 | 26 000 | 23 314 | 23 314 | 59 971 CHF | 60 204 CHF | 98,93% | 98,93% |
03/07/2024 | 0,41% | 2,57 CHF | 2,58 CHF | 52 000 | 52 000 | 28 221 | 28 221 | 70 349 CHF | 70 632 CHF | 98,24% | 98,24% |