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 | 1,02% | 3,02 CHF | 3,05 CHF | 25 800 | 25 800 | 25 878 | 25 878 | 75 481 CHF | 76 258 CHF | 99,98% | 99,98% |
15/07/2024 | 0,87% | 3,26 CHF | 3,29 CHF | 25 000 | 25 000 | 24 820 | 24 820 | 84 980 CHF | 85 724 CHF | 99,98% | 99,98% |
12/07/2024 | 0,90% | 3,31 CHF | 3,34 CHF | 25 300 | 25 300 | 25 155 | 25 155 | 83 906 CHF | 84 660 CHF | 100,00% | 100,00% |
11/07/2024 | 0,87% | 3,31 CHF | 3,34 CHF | 25 300 | 25 300 | 25 104 | 25 104 | 86 066 CHF | 86 819 CHF | 99,88% | 99,88% |
10/07/2024 | 0,95% | 3,23 CHF | 3,26 CHF | 27 300 | 27 300 | 27 371 | 27 371 | 86 059 CHF | 86 880 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 3,04 CHF | 3,07 CHF | 27 600 | 27 600 | 27 515 | 27 515 | 84 821 CHF | 85 648 CHF | 99,98% | 99,98% |
08/07/2024 | 1,01% | 3,00 CHF | 3,03 CHF | 29 300 | 29 300 | 29 376 | 29 376 | 87 117 CHF | 87 998 CHF | 99,99% | 99,99% |
05/07/2024 | 1,04% | 2,80 CHF | 2,83 CHF | 28 000 | 28 000 | 27 986 | 27 986 | 80 122 CHF | 80 961 CHF | 100,00% | 100,00% |
04/07/2024 | 0,98% | 3,05 CHF | 3,08 CHF | 28 400 | 28 400 | 28 413 | 28 413 | 86 151 CHF | 87 003 CHF | 100,00% | 100,00% |
03/07/2024 | 1,03% | 2,91 CHF | 2,94 CHF | 27 000 | 27 000 | 26 987 | 26 987 | 77 883 CHF | 78 693 CHF | 99,98% | 99,98% |