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 | 0,27% | 3,63 CHF | 3,64 CHF | 82 000 | 82 000 | 81 897 | 81 897 | 298 549 CHF | 299 368 CHF | 100,00% | 100,00% |
15/07/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 81 000 | 81 000 | 80 994 | 80 994 | 300 854 CHF | 301 664 CHF | 100,00% | 100,00% |
12/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 81 000 | 81 000 | 80 532 | 80 532 | 301 817 CHF | 302 622 CHF | 100,00% | 100,00% |
11/07/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 82 000 | 82 000 | 81 578 | 81 578 | 299 263 CHF | 300 079 CHF | 100,00% | 100,00% |
10/07/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 81 000 | 81 000 | 81 104 | 81 104 | 299 537 CHF | 300 348 CHF | 100,00% | 100,00% |
09/07/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 81 000 | 81 000 | 81 117 | 81 117 | 301 385 CHF | 302 196 CHF | 100,00% | 100,00% |
08/07/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 79 000 | 79 000 | 79 017 | 79 017 | 306 176 CHF | 306 966 CHF | 99,99% | 99,99% |
05/07/2024 | 0,25% | 3,88 CHF | 3,89 CHF | 79 000 | 79 000 | 78 221 | 78 221 | 306 883 CHF | 307 666 CHF | 99,81% | 99,81% |
04/07/2024 | 0,26% | 3,95 CHF | 3,96 CHF | 78 000 | 78 000 | 78 603 | 78 603 | 307 716 CHF | 308 502 CHF | 99,49% | 99,49% |
03/07/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 79 000 | 79 000 | 79 225 | 79 225 | 304 829 CHF | 305 621 CHF | 99,35% | 99,35% |