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 | 0,79% | 2,56 CHF | 2,58 CHF | 14 000 | 14 000 | 13 872 | 13 872 | 35 144 CHF | 35 421 CHF | 99,98% | 99,98% |
15/07/2024 | 0,80% | 2,53 CHF | 2,55 CHF | 14 000 | 14 000 | 13 868 | 13 868 | 35 100 CHF | 35 377 CHF | 99,91% | 99,91% |
12/07/2024 | 0,74% | 2,78 CHF | 2,80 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 35 160 CHF | 35 418 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 2,70 CHF | 2,72 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 34 648 CHF | 34 906 CHF | 99,87% | 99,87% |
10/07/2024 | 0,79% | 2,59 CHF | 2,61 CHF | 13 000 | 13 000 | 13 810 | 13 810 | 35 174 CHF | 35 451 CHF | 99,94% | 99,94% |
09/07/2024 | 0,78% | 2,53 CHF | 2,55 CHF | 14 000 | 14 000 | 13 206 | 13 206 | 34 074 CHF | 34 338 CHF | 99,95% | 99,95% |
08/07/2024 | 0,78% | 2,55 CHF | 2,57 CHF | 14 000 | 14 000 | 13 030 | 13 030 | 33 654 CHF | 33 915 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 2,62 CHF | 2,64 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 34 410 CHF | 34 668 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 2,66 CHF | 2,68 CHF | 13 000 | 13 000 | 12 877 | 12 877 | 34 370 CHF | 34 628 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 2,67 CHF | 2,69 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 34 722 CHF | 34 980 CHF | 99,87% | 99,87% |