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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,51% | 2,96 CHF | 2,97 CHF | 35 400 | 35 400 | 15 739 | 15 739 | 45 985 CHF | 46 483 CHF | 98,16% | 98,16% |
16/07/2024 | 1,41% | 2,92 CHF | 2,93 CHF | 37 600 | 37 600 | 16 995 | 16 995 | 47 489 CHF | 47 974 CHF | 99,86% | 99,86% |
15/07/2024 | 1,42% | 2,69 CHF | 2,70 CHF | 40 900 | 40 900 | 18 471 | 18 471 | 48 065 CHF | 48 551 CHF | 99,99% | 99,99% |
12/07/2024 | 1,43% | 2,53 CHF | 2,54 CHF | 41 500 | 41 500 | 18 573 | 18 573 | 46 768 CHF | 47 254 CHF | 99,90% | 99,90% |
11/07/2024 | 1,44% | 2,54 CHF | 2,55 CHF | 41 300 | 41 300 | 18 519 | 18 519 | 46 637 CHF | 47 121 CHF | 99,89% | 99,89% |
10/07/2024 | 1,47% | 2,43 CHF | 2,44 CHF | 42 200 | 42 200 | 18 850 | 18 850 | 46 295 CHF | 46 789 CHF | 99,78% | 99,78% |
09/07/2024 | 1,53% | 2,39 CHF | 2,40 CHF | 44 100 | 44 100 | 19 838 | 19 838 | 47 003 CHF | 47 523 CHF | 99,90% | 99,90% |
08/07/2024 | 1,52% | 2,45 CHF | 2,46 CHF | 43 200 | 43 200 | 19 421 | 19 421 | 47 077 CHF | 47 587 CHF | 100,00% | 100,00% |
05/07/2024 | 1,51% | 2,41 CHF | 2,42 CHF | 43 700 | 43 700 | 19 583 | 19 583 | 46 974 CHF | 47 489 CHF | 99,89% | 99,89% |
04/07/2024 | 1,67% | 2,41 CHF | 2,44 CHF | 17 400 | 17 400 | 13 944 | 13 944 | 33 693 CHF | 34 227 CHF | 99,79% | 99,79% |