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 | 0,30% | 3,36 CHF | 3,37 CHF | 51 000 | 51 000 | 50 633 | 50 633 | 168 266 CHF | 168 773 CHF | 99,02% | 99,02% |
15/07/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 50 500 | 50 500 | 49 694 | 49 694 | 174 347 CHF | 174 844 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 50 500 | 50 500 | 49 895 | 49 895 | 173 679 CHF | 174 178 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 50 000 | 50 000 | 49 581 | 49 581 | 174 259 CHF | 174 756 CHF | 99,95% | 99,95% |
10/07/2024 | 0,30% | 3,44 CHF | 3,45 CHF | 50 500 | 50 500 | 50 026 | 50 026 | 170 398 CHF | 170 898 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 51 000 | 51 000 | 50 078 | 50 078 | 169 492 CHF | 169 993 CHF | 99,42% | 99,42% |
08/07/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 51 000 | 51 000 | 50 480 | 50 480 | 168 527 CHF | 169 033 CHF | 100,00% | 100,00% |
05/07/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 51 500 | 51 500 | 50 727 | 50 727 | 167 066 CHF | 167 574 CHF | 99,81% | 99,81% |
04/07/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 51 000 | 51 000 | 50 417 | 50 417 | 169 589 CHF | 170 094 CHF | 100,00% | 100,00% |
03/07/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 51 000 | 51 000 | 50 655 | 50 655 | 167 277 CHF | 167 784 CHF | 100,00% | 100,00% |