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 | 0,29% | 3,41 CHF | 3,42 CHF | 37 600 | 37 600 | 37 248 | 37 248 | 126 236 CHF | 126 609 CHF | 99,99% | 99,99% |
15/07/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 34 000 | 34 000 | 33 845 | 33 845 | 122 464 CHF | 122 803 CHF | 99,99% | 99,99% |
12/07/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 34 700 | 34 700 | 34 553 | 34 553 | 132 120 CHF | 132 465 CHF | 99,99% | 99,99% |
11/07/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 36 400 | 36 400 | 36 804 | 36 804 | 133 790 CHF | 134 158 CHF | 100,00% | 100,00% |
10/07/2024 | 0,30% | 3,54 CHF | 3,55 CHF | 39 300 | 39 300 | 39 921 | 39 921 | 132 805 CHF | 133 204 CHF | 100,00% | 100,00% |
09/07/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 41 400 | 41 400 | 41 008 | 41 008 | 132 616 CHF | 133 026 CHF | 100,00% | 100,00% |
08/07/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 40 600 | 40 600 | 40 416 | 40 416 | 130 322 CHF | 130 727 CHF | 99,99% | 99,99% |
05/07/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 39 900 | 39 900 | 39 161 | 39 161 | 131 218 CHF | 131 609 CHF | 99,80% | 99,80% |
04/07/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 38 800 | 38 800 | 38 768 | 38 768 | 128 350 CHF | 128 737 CHF | 99,49% | 99,49% |
03/07/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 39 400 | 39 400 | 39 237 | 39 237 | 133 783 CHF | 134 176 CHF | 99,37% | 99,37% |