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 | 0,54% | 1,84 CHF | 1,85 CHF | 33 000 | 33 000 | 33 111 | 33 111 | 61 677 CHF | 62 008 CHF | 100,00% | 100,00% |
15/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 61 125 CHF | 61 455 CHF | 100,00% | 100,00% |
12/07/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 60 763 CHF | 61 093 CHF | 100,00% | 100,00% |
11/07/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 33 000 | 33 000 | 33 609 | 33 609 | 63 215 CHF | 63 551 CHF | 99,82% | 99,82% |
10/07/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 34 000 | 34 000 | 34 000 | 34 000 | 64 855 CHF | 65 195 CHF | 100,00% | 100,00% |
09/07/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 34 000 | 34 000 | 34 015 | 34 015 | 65 772 CHF | 66 112 CHF | 99,76% | 99,76% |
08/07/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 33 000 | 33 000 | 33 000 | 33 000 | 60 607 CHF | 60 937 CHF | 100,00% | 100,00% |
05/07/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 33 000 | 33 000 | 32 088 | 32 088 | 56 503 CHF | 56 824 CHF | 99,81% | 99,81% |
04/07/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 32 000 | 32 000 | 32 063 | 32 063 | 56 801 CHF | 57 122 CHF | 100,00% | 100,00% |
03/07/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 32 000 | 32 000 | 32 299 | 32 299 | 57 707 CHF | 58 030 CHF | 100,00% | 100,00% |