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 | 0,55% | 1,79 CHF | 1,80 CHF | 143 800 | 14 380 | 62 830 | 6 283 | 115 501 CHF | 11 613 CHF | 99,89% | 99,89% |
15/07/2024 | 0,54% | 1,97 CHF | 1,98 CHF | 135 100 | 13 510 | 60 893 | 6 089 | 115 400 CHF | 11 601 CHF | 99,99% | 99,99% |
12/07/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 123 800 | 12 380 | 55 034 | 5 503 | 109 054 CHF | 10 961 CHF | 99,90% | 99,90% |
11/07/2024 | 0,41% | 2,26 CHF | 2,27 CHF | 102 900 | 10 290 | 46 198 | 4 620 | 112 630 CHF | 11 309 CHF | 99,99% | 99,99% |
10/07/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 105 600 | 10 560 | 47 283 | 4 728 | 116 770 CHF | 11 724 CHF | 99,99% | 99,99% |
09/07/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 105 900 | 10 590 | 47 436 | 4 744 | 118 001 CHF | 11 848 CHF | 100,00% | 100,00% |
08/07/2024 | 0,39% | 2,45 CHF | 2,46 CHF | 99 400 | 9 940 | 44 509 | 4 451 | 114 251 CHF | 11 470 CHF | 100,00% | 100,00% |
05/07/2024 | 0,46% | 2,51 CHF | 2,52 CHF | 115 800 | 11 580 | 53 252 | 5 325 | 120 717 CHF | 12 125 CHF | 100,00% | 100,00% |
04/07/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 48 600 | 4 860 | 38 925 | 3 892 | 84 280 CHF | 8 467 CHF | 100,00% | 100,00% |
03/07/2024 | 0,53% | 2,14 CHF | 2,15 CHF | 121 600 | 12 160 | 54 243 | 5 424 | 116 911 CHF | 11 746 CHF | 96,93% | 96,93% |