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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 45 000 | 45 000 | 44 189 | 44 189 | 126 661 CHF | 127 104 CHF | 99,96% | 99,96% |
16/07/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 42 500 | 42 500 | 42 326 | 42 326 | 124 677 CHF | 125 100 CHF | 100,00% | 100,00% |
15/07/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 41 200 | 41 200 | 41 173 | 41 173 | 127 347 CHF | 127 759 CHF | 100,00% | 100,00% |
12/07/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 42 800 | 42 800 | 43 026 | 43 026 | 132 951 CHF | 133 381 CHF | 100,00% | 100,00% |
11/07/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 44 800 | 44 800 | 44 616 | 44 616 | 133 068 CHF | 133 515 CHF | 100,00% | 100,00% |
10/07/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 44 300 | 44 300 | 44 619 | 44 619 | 126 391 CHF | 126 837 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 44 100 | 44 100 | 43 984 | 43 984 | 128 118 CHF | 128 558 CHF | 100,00% | 100,00% |
08/07/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 43 900 | 43 900 | 43 719 | 43 719 | 129 599 CHF | 130 036 CHF | 100,00% | 100,00% |
05/07/2024 | 0,33% | 2,96 CHF | 2,97 CHF | 43 000 | 43 000 | 42 742 | 42 742 | 130 911 CHF | 131 339 CHF | 99,81% | 99,81% |
04/07/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 44 300 | 44 300 | 44 087 | 44 087 | 133 962 CHF | 134 403 CHF | 99,49% | 99,49% |