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% | 2,99 CHF | 3,00 CHF | 38 000 | 38 000 | 38 765 | 38 765 | 114 648 CHF | 115 036 CHF | 100,00% | 100,00% |
15/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 38 000 | 38 000 | 38 080 | 38 080 | 113 896 CHF | 114 277 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 38 000 | 38 000 | 38 222 | 38 222 | 113 866 CHF | 114 248 CHF | 100,00% | 100,00% |
11/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 38 000 | 38 000 | 37 999 | 37 999 | 114 219 CHF | 114 600 CHF | 99,98% | 99,98% |
10/07/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 39 000 | 39 000 | 39 178 | 39 178 | 112 437 CHF | 112 829 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 39 000 | 39 000 | 38 999 | 38 999 | 112 217 CHF | 112 608 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 39 000 | 39 000 | 38 848 | 38 848 | 114 422 CHF | 114 811 CHF | 99,70% | 99,70% |
05/07/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 38 000 | 38 000 | 38 077 | 38 077 | 114 474 CHF | 114 855 CHF | 100,00% | 100,00% |
04/07/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 113 812 CHF | 114 192 CHF | 100,00% | 100,00% |
03/07/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 38 000 | 38 000 | 38 271 | 38 271 | 113 732 CHF | 114 115 CHF | 100,00% | 100,00% |