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 | 0,81% | 2,52 CHF | 2,54 CHF | 26 300 | 26 300 | 26 300 | 26 300 | 64 492 CHF | 65 018 CHF | 99,97% | 99,97% |
15/07/2024 | 0,76% | 2,56 CHF | 2,58 CHF | 25 600 | 25 600 | 25 600 | 25 600 | 67 214 CHF | 67 726 CHF | 99,99% | 99,99% |
12/07/2024 | 0,78% | 2,59 CHF | 2,61 CHF | 27 300 | 27 300 | 27 300 | 27 300 | 70 136 CHF | 70 682 CHF | 99,99% | 99,99% |
11/07/2024 | 0,82% | 2,46 CHF | 2,48 CHF | 28 600 | 28 600 | 28 600 | 28 600 | 69 725 CHF | 70 297 CHF | 99,96% | 99,96% |
10/07/2024 | 0,91% | 2,28 CHF | 2,30 CHF | 31 800 | 31 800 | 31 800 | 31 800 | 69 523 CHF | 70 159 CHF | 100,00% | 100,00% |
09/07/2024 | 0,97% | 2,06 CHF | 2,08 CHF | 30 100 | 30 100 | 30 262 | 30 262 | 62 005 CHF | 62 611 CHF | 100,00% | 100,00% |
08/07/2024 | 0,90% | 2,20 CHF | 2,22 CHF | 30 800 | 30 800 | 30 823 | 30 823 | 68 445 CHF | 69 061 CHF | 99,98% | 99,98% |
05/07/2024 | 0,91% | 2,15 CHF | 2,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 65 753 CHF | 66 353 CHF | 99,99% | 99,99% |
04/07/2024 | 0,87% | 2,25 CHF | 2,27 CHF | 30 100 | 30 100 | 30 100 | 30 100 | 68 577 CHF | 69 179 CHF | 100,00% | 100,00% |
03/07/2024 | 0,94% | 2,23 CHF | 2,25 CHF | 32 600 | 32 600 | 32 710 | 32 710 | 69 213 CHF | 69 867 CHF | 100,00% | 100,00% |