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% | 2,89 CHF | 2,90 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 67 722 CHF | 67 960 CHF | 99,99% | 99,99% |
15/07/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 24 000 | 24 000 | 23 172 | 23 172 | 68 927 CHF | 69 159 CHF | 100,00% | 100,00% |
12/07/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 23 000 | 23 000 | 23 255 | 23 255 | 69 125 CHF | 69 358 CHF | 100,00% | 100,00% |
11/07/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 23 000 | 23 000 | 23 691 | 23 691 | 68 036 CHF | 68 273 CHF | 99,95% | 99,95% |
10/07/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 66 599 CHF | 66 837 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 24 000 | 24 000 | 23 502 | 23 502 | 68 579 CHF | 68 814 CHF | 99,59% | 99,59% |
08/07/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 24 000 | 24 000 | 23 548 | 23 548 | 68 546 CHF | 68 782 CHF | 99,97% | 99,97% |
05/07/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 68 797 CHF | 69 035 CHF | 100,00% | 100,00% |
04/07/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 68 711 CHF | 68 949 CHF | 100,00% | 100,00% |
03/07/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 24 000 | 24 000 | 23 680 | 23 680 | 68 383 CHF | 68 620 CHF | 100,00% | 100,00% |