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 | 0,84% | 2,89 CHF | 2,90 CHF | 90 000 | 90 000 | 29 220 | 29 220 | 82 897 CHF | 83 337 CHF | 99,43% | 99,43% |
15/07/2024 | 0,84% | 2,76 CHF | 2,77 CHF | 92 000 | 92 000 | 29 686 | 29 686 | 81 525 CHF | 81 965 CHF | 98,87% | 98,87% |
12/07/2024 | 0,85% | 2,75 CHF | 2,76 CHF | 92 000 | 92 000 | 29 877 | 29 877 | 81 998 CHF | 82 449 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 2,88 CHF | 2,89 CHF | 90 000 | 90 000 | 28 386 | 28 386 | 82 953 CHF | 83 375 CHF | 99,98% | 99,98% |
10/07/2024 | 0,77% | 2,93 CHF | 2,94 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 84 721 CHF | 85 143 CHF | 99,90% | 99,90% |
09/07/2024 | 0,77% | 3,12 CHF | 3,13 CHF | 86 000 | 86 000 | 27 923 | 27 923 | 85 766 CHF | 86 185 CHF | 99,98% | 99,98% |
08/07/2024 | 0,78% | 2,98 CHF | 2,99 CHF | 88 000 | 88 000 | 28 330 | 28 330 | 85 073 CHF | 85 495 CHF | 99,98% | 99,98% |
05/07/2024 | 0,77% | 3,03 CHF | 3,04 CHF | 88 000 | 88 000 | 28 182 | 28 182 | 84 958 CHF | 85 379 CHF | 99,71% | 99,71% |
04/07/2024 | 0,83% | 2,98 CHF | 3,00 CHF | 18 000 | 18 000 | 13 215 | 13 215 | 39 790 CHF | 40 101 CHF | 94,02% | 94,02% |
03/07/2024 | 0,75% | 3,06 CHF | 3,07 CHF | 88 000 | 88 000 | 27 957 | 27 957 | 86 511 CHF | 86 930 CHF | 99,52% | 99,52% |