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 | 0,37% | 2,76 CHF | 2,77 CHF | 38 000 | 38 000 | 38 765 | 38 765 | 105 657 CHF | 106 044 CHF | 99,99% | 99,99% |
15/07/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 38 000 | 38 000 | 38 080 | 38 080 | 105 082 CHF | 105 463 CHF | 100,00% | 100,00% |
12/07/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 38 000 | 38 000 | 38 222 | 38 222 | 105 045 CHF | 105 427 CHF | 100,00% | 100,00% |
11/07/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 38 000 | 38 000 | 37 999 | 37 999 | 105 391 CHF | 105 771 CHF | 99,96% | 99,96% |
10/07/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 39 000 | 39 000 | 39 178 | 39 178 | 103 347 CHF | 103 739 CHF | 100,00% | 100,00% |
09/07/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 39 000 | 39 000 | 38 999 | 38 999 | 103 215 CHF | 103 605 CHF | 100,00% | 100,00% |
08/07/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 39 000 | 39 000 | 38 848 | 38 848 | 105 401 CHF | 105 790 CHF | 99,72% | 99,72% |
05/07/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 38 000 | 38 000 | 38 077 | 38 077 | 105 685 CHF | 106 065 CHF | 100,00% | 100,00% |
04/07/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 105 034 CHF | 105 414 CHF | 100,00% | 100,00% |
03/07/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 38 000 | 38 000 | 38 271 | 38 271 | 104 894 CHF | 105 277 CHF | 100,00% | 100,00% |