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 | 0,91% | 2,67 CHF | 2,68 CHF | 90 000 | 90 000 | 29 215 | 29 215 | 76 562 CHF | 77 001 CHF | 99,42% | 99,42% |
15/07/2024 | 0,91% | 2,55 CHF | 2,56 CHF | 92 000 | 92 000 | 29 684 | 29 684 | 75 113 CHF | 75 554 CHF | 98,87% | 98,87% |
12/07/2024 | 0,93% | 2,53 CHF | 2,54 CHF | 92 000 | 92 000 | 29 877 | 29 877 | 75 528 CHF | 75 979 CHF | 100,00% | 100,00% |
11/07/2024 | 0,87% | 2,66 CHF | 2,67 CHF | 90 000 | 90 000 | 28 391 | 28 391 | 76 828 CHF | 77 250 CHF | 99,99% | 99,99% |
10/07/2024 | 0,83% | 2,71 CHF | 2,72 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 78 589 CHF | 79 012 CHF | 99,89% | 99,89% |
09/07/2024 | 0,83% | 2,90 CHF | 2,91 CHF | 86 000 | 86 000 | 27 904 | 27 904 | 79 679 CHF | 80 098 CHF | 99,98% | 99,98% |
08/07/2024 | 0,84% | 2,77 CHF | 2,78 CHF | 88 000 | 88 000 | 28 335 | 28 335 | 78 969 CHF | 79 391 CHF | 99,98% | 99,98% |
05/07/2024 | 0,83% | 2,81 CHF | 2,82 CHF | 88 000 | 88 000 | 28 179 | 28 179 | 78 835 CHF | 79 256 CHF | 99,70% | 99,70% |
04/07/2024 | 0,90% | 2,77 CHF | 2,79 CHF | 18 000 | 18 000 | 13 208 | 13 208 | 36 913 CHF | 37 224 CHF | 94,02% | 94,02% |
03/07/2024 | 0,80% | 2,84 CHF | 2,85 CHF | 88 000 | 88 000 | 27 957 | 27 957 | 80 453 CHF | 80 872 CHF | 99,53% | 99,53% |