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 | 0,47% | 2,10 CHF | 2,11 CHF | 52 900 | 52 900 | 52 684 | 52 684 | 111 921 CHF | 112 448 CHF | 99,99% | 99,99% |
15/07/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 53 100 | 53 100 | 52 882 | 52 882 | 117 166 CHF | 117 695 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 2,21 CHF | 2,22 CHF | 57 900 | 57 900 | 57 661 | 57 661 | 117 440 CHF | 118 016 CHF | 100,00% | 100,00% |
11/07/2024 | 0,51% | 2,04 CHF | 2,05 CHF | 61 100 | 61 100 | 60 848 | 60 848 | 118 874 CHF | 119 482 CHF | 99,99% | 99,99% |
10/07/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 65 500 | 65 500 | 65 230 | 65 230 | 123 291 CHF | 123 944 CHF | 100,00% | 100,00% |
09/07/2024 | 0,51% | 1,75 CHF | 1,76 CHF | 60 000 | 60 000 | 56 925 | 56 925 | 111 577 CHF | 112 146 CHF | 99,73% | 99,73% |
08/07/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 58 500 | 58 500 | 58 257 | 58 257 | 116 425 CHF | 117 008 CHF | 99,31% | 99,31% |
05/07/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 60 900 | 60 900 | 60 649 | 60 649 | 122 819 CHF | 123 425 CHF | 99,98% | 99,98% |
04/07/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 63 400 | 63 400 | 63 138 | 63 138 | 116 737 CHF | 117 368 CHF | 99,61% | 99,61% |
03/07/2024 | 0,58% | 1,84 CHF | 1,85 CHF | 75 600 | 75 600 | 77 989 | 77 989 | 133 396 CHF | 134 176 CHF | 99,99% | 99,99% |