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 | 0,82% | 2,39 CHF | 2,41 CHF | 17 000 | 17 000 | 17 026 | 17 026 | 41 872 CHF | 42 213 CHF | 99,98% | 99,98% |
15/07/2024 | 0,86% | 2,36 CHF | 2,38 CHF | 17 000 | 17 000 | 16 839 | 16 839 | 39 355 CHF | 39 692 CHF | 99,73% | 99,73% |
12/07/2024 | 0,83% | 2,32 CHF | 2,34 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 40 977 CHF | 41 314 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 2,42 CHF | 2,44 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 40 799 CHF | 41 136 CHF | 99,54% | 99,54% |
10/07/2024 | 0,89% | 2,44 CHF | 2,46 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 38 077 CHF | 38 415 CHF | 99,90% | 99,90% |
09/07/2024 | 0,93% | 2,12 CHF | 2,14 CHF | 17 000 | 17 000 | 16 839 | 16 839 | 36 274 CHF | 36 611 CHF | 99,93% | 99,93% |
08/07/2024 | 0,91% | 2,18 CHF | 2,20 CHF | 17 000 | 17 000 | 16 841 | 16 841 | 37 114 CHF | 37 451 CHF | 100,00% | 100,00% |
05/07/2024 | 0,94% | 2,14 CHF | 2,16 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 36 101 CHF | 36 438 CHF | 99,84% | 99,84% |
04/07/2024 | 0,98% | 2,02 CHF | 2,04 CHF | 16 000 | 16 000 | 16 465 | 16 465 | 33 947 CHF | 34 277 CHF | 100,00% | 100,00% |
03/07/2024 | 0,98% | 2,07 CHF | 2,09 CHF | 17 000 | 17 000 | 16 397 | 16 397 | 33 682 CHF | 34 010 CHF | 99,86% | 99,86% |