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 | 2,09% | 0,95 CHF | 0,97 CHF | 26 920 | 26 920 | 26 722 | 26 722 | 25 550 CHF | 26 085 CHF | 99,85% | 99,85% |
15/07/2024 | 1,81% | 1,01 CHF | 1,03 CHF | 26 820 | 26 820 | 26 245 | 26 245 | 29 151 CHF | 29 676 CHF | 100,00% | 100,00% |
12/07/2024 | 1,81% | 1,16 CHF | 1,18 CHF | 26 380 | 26 380 | 26 250 | 26 250 | 29 068 CHF | 29 593 CHF | 100,00% | 100,00% |
11/07/2024 | 1,93% | 1,06 CHF | 1,08 CHF | 26 570 | 26 570 | 26 421 | 26 421 | 27 344 CHF | 27 873 CHF | 99,10% | 99,10% |
10/07/2024 | 2,03% | 1,02 CHF | 1,04 CHF | 26 740 | 26 740 | 26 524 | 26 524 | 26 094 CHF | 26 625 CHF | 100,00% | 100,00% |
09/07/2024 | 1,97% | 0,97 CHF | 0,99 CHF | 26 770 | 26 770 | 26 419 | 26 419 | 26 862 CHF | 27 391 CHF | 99,20% | 99,20% |
08/07/2024 | 2,02% | 0,98 CHF | 1,00 CHF | 26 800 | 26 800 | 26 480 | 26 480 | 26 229 CHF | 26 759 CHF | 100,00% | 100,00% |
05/07/2024 | 2,01% | 0,95 CHF | 0,97 CHF | 26 880 | 26 880 | 26 533 | 26 533 | 26 366 CHF | 26 897 CHF | 99,91% | 99,91% |
04/07/2024 | 2,00% | 1,01 CHF | 1,03 CHF | 26 760 | 26 760 | 26 510 | 26 510 | 26 559 CHF | 27 090 CHF | 100,00% | 100,00% |
03/07/2024 | 2,08% | 0,99 CHF | 1,01 CHF | 26 820 | 26 820 | 26 625 | 26 625 | 25 592 CHF | 26 125 CHF | 100,00% | 100,00% |