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 | 0,81% | 2,55 CHF | 2,57 CHF | 40 030 | 40 030 | 39 985 | 39 985 | 98 965 CHF | 99 765 CHF | 99,94% | 99,94% |
15/07/2024 | 0,80% | 2,52 CHF | 2,54 CHF | 42 040 | 42 040 | 41 594 | 41 594 | 104 534 CHF | 105 366 CHF | 100,00% | 100,00% |
12/07/2024 | 0,85% | 2,41 CHF | 2,43 CHF | 43 790 | 43 790 | 43 567 | 43 567 | 102 957 CHF | 103 829 CHF | 100,00% | 100,00% |
11/07/2024 | 0,89% | 2,28 CHF | 2,30 CHF | 45 870 | 45 870 | 45 554 | 45 554 | 103 496 CHF | 104 408 CHF | 99,96% | 99,96% |
10/07/2024 | 0,95% | 2,20 CHF | 2,22 CHF | 48 830 | 48 830 | 48 803 | 48 803 | 102 797 CHF | 103 774 CHF | 100,00% | 100,00% |
09/07/2024 | 0,98% | 2,04 CHF | 2,06 CHF | 50 180 | 50 180 | 49 588 | 49 588 | 102 174 CHF | 103 167 CHF | 99,60% | 99,60% |
08/07/2024 | 1,00% | 2,00 CHF | 2,02 CHF | 50 660 | 50 660 | 50 136 | 50 136 | 100 310 CHF | 101 314 CHF | 99,98% | 99,98% |
05/07/2024 | 0,98% | 2,00 CHF | 2,02 CHF | 50 590 | 50 590 | 49 793 | 49 793 | 102 435 CHF | 103 431 CHF | 99,89% | 99,89% |
04/07/2024 | 1,03% | 1,99 CHF | 2,01 CHF | 49 080 | 49 080 | 48 809 | 48 809 | 95 414 CHF | 96 392 CHF | 100,00% | 100,00% |
03/07/2024 | 0,95% | 2,10 CHF | 2,12 CHF | 47 000 | 47 000 | 46 333 | 46 333 | 98 548 CHF | 99 476 CHF | 100,00% | 100,00% |