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 | 0,41% | 2,44 CHF | 2,45 CHF | 26 920 | 26 920 | 26 685 | 26 685 | 64 992 CHF | 65 259 CHF | 100,00% | 100,00% |
15/07/2024 | 0,44% | 2,39 CHF | 2,40 CHF | 26 820 | 26 820 | 26 243 | 26 243 | 59 910 CHF | 60 173 CHF | 100,00% | 100,00% |
12/07/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 26 380 | 26 380 | 26 250 | 26 250 | 60 182 CHF | 60 445 CHF | 100,00% | 100,00% |
11/07/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 26 570 | 26 570 | 26 424 | 26 424 | 62 551 CHF | 62 816 CHF | 99,94% | 99,94% |
10/07/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 26 750 | 26 750 | 26 524 | 26 524 | 64 243 CHF | 64 508 CHF | 100,00% | 100,00% |
09/07/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 26 770 | 26 770 | 26 422 | 26 422 | 63 186 CHF | 63 450 CHF | 99,59% | 99,59% |
08/07/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 26 800 | 26 800 | 26 480 | 26 480 | 64 071 CHF | 64 336 CHF | 100,00% | 100,00% |
05/07/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 26 890 | 26 890 | 26 532 | 26 532 | 64 328 CHF | 64 594 CHF | 100,00% | 100,00% |
04/07/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 26 760 | 26 760 | 26 511 | 26 511 | 64 096 CHF | 64 361 CHF | 100,00% | 100,00% |
03/07/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 26 820 | 26 820 | 26 624 | 26 624 | 65 544 CHF | 65 810 CHF | 100,00% | 100,00% |