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 | 0,20% | 37,90 CHF | 37,95 CHF | 6 800 | 6 800 | 2 998 | 2 998 | 116 368 CHF | 116 564 CHF | 99,95% | 99,95% |
15/07/2024 | 0,20% | 41,55 CHF | 41,60 CHF | 6 400 | 6 400 | 2 904 | 2 904 | 116 064 CHF | 116 252 CHF | 99,56% | 99,56% |
12/07/2024 | 0,21% | 41,60 CHF | 41,65 CHF | 5 900 | 5 900 | 2 642 | 2 642 | 110 400 CHF | 110 599 CHF | 98,41% | 98,41% |
11/07/2024 | 0,28% | 47,70 CHF | 47,75 CHF | 4 900 | 4 900 | 2 242 | 2 242 | 115 549 CHF | 115 804 CHF | 99,92% | 99,92% |
10/07/2024 | 0,30% | 51,90 CHF | 52,00 CHF | 5 000 | 5 000 | 2 265 | 2 265 | 118 144 CHF | 118 440 CHF | 99,99% | 99,99% |
09/07/2024 | 0,30% | 52,10 CHF | 52,20 CHF | 5 000 | 5 000 | 2 265 | 2 265 | 119 012 CHF | 119 308 CHF | 100,00% | 100,00% |
08/07/2024 | 0,28% | 51,70 CHF | 51,80 CHF | 4 700 | 4 700 | 2 114 | 2 114 | 114 693 CHF | 114 969 CHF | 99,89% | 99,89% |
05/07/2024 | 0,20% | 53,00 CHF | 53,10 CHF | 5 500 | 5 500 | 2 558 | 2 558 | 122 412 CHF | 122 622 CHF | 99,14% | 99,14% |
04/07/2024 | 0,22% | 46,30 CHF | 46,40 CHF | 2 300 | 2 300 | 1 874 | 1 874 | 85 639 CHF | 85 827 CHF | 99,90% | 99,90% |
03/07/2024 | 0,21% | 45,10 CHF | 45,15 CHF | 5 800 | 5 800 | 2 606 | 2 606 | 118 521 CHF | 118 717 CHF | 96,93% | 96,93% |