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 | 0,72% | 2,82 CHF | 2,84 CHF | 53 400 | 53 400 | 53 556 | 53 556 | 148 793 CHF | 149 864 CHF | 99,99% | 99,99% |
15/07/2024 | 0,66% | 2,93 CHF | 2,95 CHF | 52 500 | 52 500 | 52 070 | 52 070 | 156 518 CHF | 157 559 CHF | 100,00% | 100,00% |
12/07/2024 | 0,67% | 2,96 CHF | 2,98 CHF | 52 800 | 52 800 | 52 437 | 52 437 | 155 702 CHF | 156 751 CHF | 100,00% | 100,00% |
11/07/2024 | 0,66% | 2,96 CHF | 2,98 CHF | 52 700 | 52 700 | 52 307 | 52 307 | 157 462 CHF | 158 509 CHF | 99,98% | 99,98% |
10/07/2024 | 0,69% | 2,92 CHF | 2,94 CHF | 54 500 | 54 500 | 54 641 | 54 641 | 157 251 CHF | 158 344 CHF | 100,00% | 100,00% |
09/07/2024 | 0,70% | 2,83 CHF | 2,85 CHF | 55 000 | 55 000 | 54 850 | 54 850 | 156 394 CHF | 157 493 CHF | 100,00% | 100,00% |
08/07/2024 | 0,71% | 2,81 CHF | 2,83 CHF | 56 500 | 56 500 | 56 602 | 56 602 | 158 282 CHF | 159 414 CHF | 99,99% | 99,99% |
05/07/2024 | 0,73% | 2,71 CHF | 2,73 CHF | 55 600 | 55 600 | 55 582 | 55 582 | 152 455 CHF | 153 566 CHF | 99,99% | 99,99% |
04/07/2024 | 0,71% | 2,83 CHF | 2,85 CHF | 55 700 | 55 700 | 55 732 | 55 732 | 157 446 CHF | 158 560 CHF | 100,00% | 100,00% |
03/07/2024 | 0,72% | 2,76 CHF | 2,78 CHF | 54 800 | 54 800 | 54 780 | 54 780 | 150 819 CHF | 151 915 CHF | 100,00% | 100,00% |