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 | 0,73% | 2,15 CHF | 2,16 CHF | 67 000 | 67 000 | 29 907 | 29 907 | 63 537 CHF | 63 929 CHF | 99,34% | 99,34% |
16/07/2024 | 1,14% | 2,13 CHF | 2,14 CHF | 67 000 | 67 000 | 22 673 | 22 673 | 47 534 CHF | 47 890 CHF | 99,90% | 99,90% |
15/07/2024 | 0,92% | 2,01 CHF | 2,02 CHF | 69 000 | 69 000 | 28 132 | 28 132 | 55 218 CHF | 55 629 CHF | 98,29% | 98,29% |
12/07/2024 | 0,79% | 1,95 CHF | 1,96 CHF | 70 000 | 70 000 | 31 600 | 31 600 | 61 468 CHF | 61 880 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 1,95 CHF | 1,96 CHF | 70 000 | 70 000 | 31 565 | 31 565 | 61 004 CHF | 61 416 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 1,89 CHF | 1,90 CHF | 70 000 | 70 000 | 31 838 | 31 838 | 59 889 CHF | 60 304 CHF | 100,00% | 100,00% |
09/07/2024 | 0,85% | 1,83 CHF | 1,84 CHF | 72 000 | 72 000 | 32 256 | 32 256 | 58 293 CHF | 58 712 CHF | 100,00% | 100,00% |
08/07/2024 | 0,85% | 1,87 CHF | 1,88 CHF | 71 000 | 71 000 | 32 062 | 32 062 | 58 892 CHF | 59 309 CHF | 100,00% | 100,00% |
05/07/2024 | 0,84% | 1,78 CHF | 1,79 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 58 513 CHF | 58 931 CHF | 99,62% | 99,62% |
04/07/2024 | 0,82% | 1,87 CHF | 1,88 CHF | 29 000 | 29 000 | 23 137 | 23 137 | 43 015 CHF | 43 342 CHF | 100,00% | 100,00% |