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 | 0,46% | 2,21 CHF | 2,22 CHF | 37 000 | 37 000 | 37 192 | 37 192 | 80 457 CHF | 80 829 CHF | 99,53% | 99,53% |
15/07/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 37 300 | 37 300 | 36 537 | 36 537 | 81 626 CHF | 81 991 CHF | 100,00% | 100,00% |
12/07/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 36 600 | 36 600 | 36 537 | 36 537 | 81 589 CHF | 81 955 CHF | 100,00% | 100,00% |
11/07/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 36 900 | 36 900 | 36 758 | 36 758 | 80 639 CHF | 81 007 CHF | 99,97% | 99,97% |
10/07/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 37 500 | 37 500 | 37 295 | 37 295 | 78 621 CHF | 78 994 CHF | 100,00% | 100,00% |
09/07/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 37 600 | 37 600 | 37 041 | 37 041 | 79 383 CHF | 79 754 CHF | 100,00% | 100,00% |
08/07/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 37 500 | 37 500 | 37 012 | 37 012 | 79 362 CHF | 79 733 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 37 500 | 37 500 | 36 852 | 36 852 | 80 195 CHF | 80 564 CHF | 99,80% | 99,80% |
04/07/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 37 200 | 37 200 | 37 133 | 37 133 | 79 408 CHF | 79 780 CHF | 100,00% | 100,00% |
03/07/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 37 800 | 37 800 | 37 332 | 37 332 | 78 696 CHF | 79 070 CHF | 99,88% | 99,88% |