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 | 0,49% | 2,11 CHF | 2,12 CHF | 38 700 | 38 700 | 38 542 | 38 542 | 78 388 CHF | 78 774 CHF | 100,00% | 100,00% |
15/07/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 36 700 | 36 700 | 36 495 | 36 495 | 75 851 CHF | 76 216 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 2,16 CHF | 2,17 CHF | 37 200 | 37 200 | 37 129 | 37 129 | 77 714 CHF | 78 086 CHF | 100,00% | 100,00% |
11/07/2024 | 0,51% | 2,08 CHF | 2,09 CHF | 40 400 | 40 400 | 40 541 | 40 541 | 79 803 CHF | 80 208 CHF | 100,00% | 100,00% |
10/07/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 41 900 | 41 900 | 41 728 | 41 728 | 75 983 CHF | 76 400 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 40 700 | 40 700 | 39 341 | 39 341 | 76 447 CHF | 76 840 CHF | 99,73% | 99,73% |
08/07/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 37 600 | 37 600 | 37 444 | 37 444 | 76 017 CHF | 76 391 CHF | 99,28% | 99,28% |
05/07/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 37 600 | 37 600 | 37 445 | 37 445 | 78 822 CHF | 79 197 CHF | 100,00% | 100,00% |
04/07/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 38 600 | 38 600 | 38 440 | 38 440 | 78 091 CHF | 78 475 CHF | 99,59% | 99,59% |
03/07/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 39 500 | 39 500 | 39 698 | 39 698 | 78 256 CHF | 78 653 CHF | 99,98% | 99,98% |