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 | 1,43% | 0,70 CHF | 0,71 CHF | 26 920 | 26 920 | 26 685 | 26 685 | 18 762 CHF | 19 029 CHF | 100,00% | 100,00% |
15/07/2024 | 1,17% | 0,76 CHF | 0,77 CHF | 26 820 | 26 820 | 26 244 | 26 244 | 22 504 CHF | 22 766 CHF | 99,98% | 99,98% |
12/07/2024 | 1,18% | 0,90 CHF | 0,91 CHF | 26 380 | 26 380 | 26 250 | 26 250 | 22 428 CHF | 22 690 CHF | 100,00% | 100,00% |
11/07/2024 | 1,29% | 0,81 CHF | 0,82 CHF | 26 570 | 26 570 | 26 422 | 26 422 | 20 660 CHF | 20 924 CHF | 99,37% | 99,37% |
10/07/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 26 730 | 26 730 | 26 524 | 26 524 | 19 365 CHF | 19 630 CHF | 100,00% | 100,00% |
09/07/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 26 790 | 26 790 | 26 421 | 26 421 | 20 175 CHF | 20 439 CHF | 99,58% | 99,58% |
08/07/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 26 800 | 26 800 | 26 481 | 26 481 | 19 541 CHF | 19 806 CHF | 100,00% | 100,00% |
05/07/2024 | 1,36% | 0,70 CHF | 0,71 CHF | 26 870 | 26 870 | 26 533 | 26 533 | 19 639 CHF | 19 904 CHF | 99,80% | 99,80% |
04/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 26 770 | 26 770 | 26 512 | 26 512 | 19 859 CHF | 20 124 CHF | 100,00% | 100,00% |
03/07/2024 | 1,42% | 0,74 CHF | 0,75 CHF | 26 820 | 26 820 | 26 624 | 26 619 | 18 851 CHF | 19 114 CHF | 100,00% | 100,00% |