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 | 0,34% | 2,91 CHF | 2,92 CHF | 32 000 | 32 000 | 31 578 | 31 578 | 92 736 CHF | 93 052 CHF | 99,99% | 99,99% |
15/07/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 31 000 | 31 000 | 31 093 | 31 093 | 93 460 CHF | 93 771 CHF | 99,44% | 99,44% |
12/07/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 30 000 | 30 000 | 30 367 | 30 367 | 96 814 CHF | 97 118 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 31 000 | 31 000 | 30 845 | 30 845 | 95 351 CHF | 95 660 CHF | 99,82% | 99,82% |
10/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 31 000 | 31 000 | 31 204 | 31 204 | 93 673 CHF | 93 985 CHF | 100,00% | 100,00% |
09/07/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 32 000 | 32 000 | 31 147 | 31 147 | 93 749 CHF | 94 060 CHF | 99,73% | 99,73% |
08/07/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 93 897 CHF | 94 206 CHF | 99,99% | 99,99% |
05/07/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 95 108 CHF | 95 416 CHF | 99,81% | 99,81% |
04/07/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 31 000 | 31 000 | 31 793 | 31 793 | 94 657 CHF | 94 975 CHF | 100,00% | 100,00% |
03/07/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 32 000 | 32 000 | 31 868 | 31 868 | 91 019 CHF | 91 338 CHF | 100,00% | 100,00% |