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 | 0,35% | 2,92 CHF | 2,93 CHF | 68 000 | 68 000 | 67 032 | 67 032 | 194 935 CHF | 195 606 CHF | 99,99% | 99,99% |
15/07/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 66 000 | 66 000 | 65 382 | 65 382 | 195 506 CHF | 196 161 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 65 000 | 65 000 | 64 389 | 64 389 | 200 114 CHF | 200 759 CHF | 100,00% | 100,00% |
11/07/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 65 000 | 65 000 | 64 826 | 64 826 | 195 329 CHF | 195 978 CHF | 99,43% | 99,43% |
10/07/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 65 000 | 65 000 | 65 352 | 65 352 | 192 425 CHF | 193 079 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 65 000 | 65 000 | 65 088 | 65 088 | 194 678 CHF | 195 330 CHF | 100,00% | 100,00% |
08/07/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 65 000 | 65 000 | 64 389 | 64 389 | 195 244 CHF | 195 889 CHF | 100,00% | 100,00% |
05/07/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 64 000 | 64 000 | 63 399 | 63 399 | 201 271 CHF | 201 906 CHF | 99,88% | 99,88% |
04/07/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 64 000 | 64 000 | 63 455 | 63 455 | 198 697 CHF | 199 332 CHF | 100,00% | 100,00% |
03/07/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 65 000 | 65 000 | 63 810 | 63 810 | 197 689 CHF | 198 328 CHF | 100,00% | 100,00% |