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 | 0,67% | 2,99 CHF | 3,01 CHF | 20 590 | 20 590 | 20 413 | 20 413 | 61 037 CHF | 61 445 CHF | 99,99% | 99,99% |
15/07/2024 | 0,95% | 3,05 CHF | 3,08 CHF | 19 500 | 19 500 | 19 078 | 19 078 | 60 847 CHF | 61 420 CHF | 100,00% | 100,00% |
12/07/2024 | 0,63% | 3,26 CHF | 3,28 CHF | 19 770 | 19 770 | 19 680 | 19 680 | 62 874 CHF | 63 268 CHF | 99,99% | 99,99% |
11/07/2024 | 0,65% | 3,13 CHF | 3,15 CHF | 20 140 | 20 140 | 20 033 | 20 033 | 62 049 CHF | 62 450 CHF | 99,94% | 99,94% |
10/07/2024 | 0,66% | 3,07 CHF | 3,09 CHF | 20 750 | 20 750 | 20 584 | 20 584 | 62 341 CHF | 62 753 CHF | 100,00% | 100,00% |
09/07/2024 | 0,66% | 3,02 CHF | 3,04 CHF | 20 580 | 20 580 | 20 313 | 20 313 | 62 394 CHF | 62 801 CHF | 99,60% | 99,60% |
08/07/2024 | 0,66% | 3,02 CHF | 3,04 CHF | 20 760 | 20 760 | 20 527 | 20 527 | 62 340 CHF | 62 751 CHF | 100,00% | 100,00% |
05/07/2024 | 0,66% | 2,98 CHF | 3,00 CHF | 20 570 | 20 570 | 20 295 | 20 295 | 61 611 CHF | 62 018 CHF | 100,00% | 100,00% |
04/07/2024 | 0,66% | 3,04 CHF | 3,06 CHF | 20 730 | 20 730 | 20 533 | 20 533 | 62 418 CHF | 62 829 CHF | 100,00% | 100,00% |
03/07/2024 | 0,67% | 3,03 CHF | 3,05 CHF | 20 780 | 20 780 | 20 642 | 20 642 | 61 747 CHF | 62 160 CHF | 100,00% | 100,00% |