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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,74% | 2,12 CHF | 2,13 CHF | 67 000 | 67 000 | 29 898 | 29 898 | 62 597 CHF | 62 988 CHF | 99,26% | 99,26% |
16/07/2024 | 1,16% | 2,10 CHF | 2,11 CHF | 67 000 | 67 000 | 22 673 | 22 673 | 46 831 CHF | 47 187 CHF | 99,90% | 99,90% |
15/07/2024 | 0,93% | 1,98 CHF | 1,99 CHF | 69 000 | 69 000 | 28 177 | 28 177 | 54 446 CHF | 54 857 CHF | 98,48% | 98,48% |
12/07/2024 | 0,81% | 1,92 CHF | 1,93 CHF | 70 000 | 70 000 | 31 601 | 31 601 | 60 502 CHF | 60 915 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 1,92 CHF | 1,93 CHF | 70 000 | 70 000 | 31 565 | 31 565 | 60 040 CHF | 60 452 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 1,86 CHF | 1,87 CHF | 70 000 | 70 000 | 31 853 | 31 853 | 58 952 CHF | 59 367 CHF | 100,00% | 100,00% |
09/07/2024 | 0,87% | 1,79 CHF | 1,80 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 57 322 CHF | 57 741 CHF | 100,00% | 100,00% |
08/07/2024 | 0,87% | 1,84 CHF | 1,85 CHF | 71 000 | 71 000 | 32 061 | 32 061 | 57 921 CHF | 58 338 CHF | 100,00% | 100,00% |
05/07/2024 | 0,85% | 1,75 CHF | 1,76 CHF | 72 000 | 72 000 | 32 245 | 32 245 | 57 741 CHF | 58 159 CHF | 99,89% | 99,89% |
04/07/2024 | 0,84% | 1,84 CHF | 1,85 CHF | 29 000 | 29 000 | 23 137 | 23 137 | 42 301 CHF | 42 628 CHF | 100,00% | 100,00% |