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 | 0,32% | 3,13 CHF | 3,14 CHF | 68 000 | 68 000 | 67 115 | 67 115 | 208 902 CHF | 209 574 CHF | 99,85% | 99,85% |
15/07/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 66 000 | 66 000 | 65 382 | 65 382 | 208 900 CHF | 209 555 CHF | 99,98% | 99,98% |
12/07/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 65 000 | 65 000 | 64 391 | 64 391 | 213 312 CHF | 213 957 CHF | 100,00% | 100,00% |
11/07/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 65 000 | 65 000 | 64 843 | 64 843 | 208 686 CHF | 209 335 CHF | 99,83% | 99,83% |
10/07/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 65 000 | 65 000 | 65 352 | 65 352 | 205 850 CHF | 206 505 CHF | 99,97% | 99,97% |
09/07/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 65 000 | 65 000 | 65 133 | 65 133 | 208 188 CHF | 208 840 CHF | 99,93% | 99,93% |
08/07/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 65 000 | 65 000 | 64 389 | 64 389 | 208 429 CHF | 209 074 CHF | 99,91% | 99,91% |
05/07/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 64 000 | 64 000 | 63 400 | 63 400 | 214 284 CHF | 214 919 CHF | 99,99% | 99,99% |
04/07/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 64 000 | 64 000 | 63 444 | 63 444 | 211 686 CHF | 212 321 CHF | 100,00% | 100,00% |
03/07/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 65 000 | 65 000 | 63 765 | 63 765 | 210 713 CHF | 211 351 CHF | 100,00% | 100,00% |