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 | 0,35% | 2,84 CHF | 2,85 CHF | 94 800 | 94 800 | 94 054 | 94 054 | 264 877 CHF | 265 818 CHF | 99,98% | 99,98% |
15/07/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 88 000 | 88 000 | 87 763 | 87 763 | 254 347 CHF | 255 224 CHF | 99,97% | 99,97% |
12/07/2024 | 0,36% | 3,06 CHF | 3,07 CHF | 95 500 | 95 500 | 96 519 | 96 519 | 269 964 CHF | 270 929 CHF | 100,00% | 100,00% |
11/07/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 103 100 | 103 100 | 102 628 | 102 628 | 267 487 CHF | 268 513 CHF | 100,00% | 100,00% |
10/07/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 108 500 | 108 500 | 109 578 | 109 578 | 270 624 CHF | 271 719 CHF | 100,00% | 100,00% |
09/07/2024 | 0,40% | 2,35 CHF | 2,36 CHF | 104 600 | 104 600 | 102 034 | 102 034 | 252 763 CHF | 253 784 CHF | 99,73% | 99,73% |
08/07/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 101 100 | 101 100 | 100 680 | 100 680 | 267 270 CHF | 268 277 CHF | 99,28% | 99,28% |
05/07/2024 | 0,37% | 2,62 CHF | 2,63 CHF | 100 700 | 100 700 | 98 881 | 98 881 | 270 454 CHF | 271 443 CHF | 100,00% | 100,00% |
04/07/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 101 600 | 101 600 | 101 179 | 101 179 | 264 870 CHF | 265 881 CHF | 99,61% | 99,61% |
03/07/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 104 900 | 104 900 | 105 135 | 105 135 | 268 268 CHF | 269 319 CHF | 100,00% | 100,00% |