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 | 0,43% | 2,33 CHF | 2,34 CHF | 47 000 | 47 000 | 46 550 | 46 550 | 109 221 CHF | 109 687 CHF | 97,94% | 97,94% |
15/07/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 47 000 | 47 000 | 46 031 | 46 031 | 105 356 CHF | 105 817 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 47 000 | 47 000 | 45 858 | 45 858 | 104 659 CHF | 105 118 CHF | 99,97% | 99,97% |
11/07/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 46 000 | 46 000 | 46 258 | 46 258 | 107 031 CHF | 107 494 CHF | 99,68% | 99,68% |
10/07/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 47 000 | 47 000 | 46 757 | 46 757 | 112 795 CHF | 113 264 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,42 CHF | 2,43 CHF | 47 000 | 47 000 | 46 509 | 46 509 | 109 866 CHF | 110 332 CHF | 99,55% | 99,55% |
08/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 48 000 | 48 000 | 47 420 | 47 420 | 115 760 CHF | 116 235 CHF | 100,00% | 100,00% |
05/07/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 48 000 | 48 000 | 47 545 | 47 545 | 116 303 CHF | 116 779 CHF | 99,72% | 99,72% |
04/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 48 000 | 48 000 | 47 553 | 47 553 | 117 631 CHF | 118 107 CHF | 100,00% | 100,00% |
03/07/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 48 000 | 48 000 | 47 728 | 47 728 | 119 127 CHF | 119 604 CHF | 100,00% | 100,00% |