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 | 0,86% | 3,52 CHF | 3,55 CHF | 12 200 | 12 200 | 12 122 | 12 122 | 42 059 CHF | 42 423 CHF | 99,99% | 99,99% |
15/07/2024 | 0,55% | 3,60 CHF | 3,62 CHF | 24 000 | 24 000 | 24 124 | 24 124 | 87 754 CHF | 88 236 CHF | 100,00% | 100,00% |
12/07/2024 | 0,96% | 1,94 CHF | 1,96 CHF | 18 900 | 18 900 | 19 068 | 19 068 | 39 569 CHF | 39 950 CHF | 99,99% | 99,99% |
11/07/2024 | 0,89% | 2,20 CHF | 2,22 CHF | 18 000 | 18 000 | 18 064 | 18 064 | 40 203 CHF | 40 564 CHF | 99,80% | 99,80% |
10/07/2024 | 0,80% | 2,38 CHF | 2,40 CHF | 17 400 | 17 400 | 17 465 | 17 465 | 43 327 CHF | 43 677 CHF | 100,00% | 100,00% |
09/07/2024 | 0,86% | 2,47 CHF | 2,49 CHF | 19 000 | 19 000 | 18 811 | 18 811 | 43 553 CHF | 43 929 CHF | 99,74% | 99,74% |
08/07/2024 | 0,90% | 2,26 CHF | 2,28 CHF | 19 600 | 19 600 | 19 456 | 19 456 | 42 913 CHF | 43 303 CHF | 99,98% | 99,98% |
05/07/2024 | 1,01% | 2,24 CHF | 2,26 CHF | 20 900 | 20 900 | 20 624 | 20 624 | 40 598 CHF | 41 011 CHF | 99,80% | 99,80% |
04/07/2024 | 0,93% | 2,09 CHF | 2,11 CHF | 18 900 | 18 900 | 18 959 | 18 959 | 40 540 CHF | 40 920 CHF | 100,00% | 100,00% |
03/07/2024 | 0,88% | 2,20 CHF | 2,22 CHF | 17 900 | 17 900 | 17 982 | 17 982 | 40 937 CHF | 41 296 CHF | 100,00% | 100,00% |