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 | 0,70% | 2,25 CHF | 2,26 CHF | 67 000 | 67 000 | 29 918 | 29 918 | 66 651 CHF | 67 042 CHF | 99,37% | 99,37% |
16/07/2024 | 1,08% | 2,24 CHF | 2,25 CHF | 67 000 | 67 000 | 22 672 | 22 672 | 49 899 CHF | 50 255 CHF | 99,90% | 99,90% |
15/07/2024 | 0,87% | 2,11 CHF | 2,12 CHF | 69 000 | 69 000 | 28 158 | 28 158 | 58 182 CHF | 58 593 CHF | 98,39% | 98,39% |
12/07/2024 | 0,75% | 2,06 CHF | 2,07 CHF | 70 000 | 70 000 | 31 659 | 31 659 | 64 864 CHF | 65 276 CHF | 99,57% | 99,57% |
11/07/2024 | 0,76% | 2,05 CHF | 2,06 CHF | 70 000 | 70 000 | 31 559 | 31 559 | 64 292 CHF | 64 703 CHF | 99,98% | 99,98% |
10/07/2024 | 0,78% | 2,00 CHF | 2,01 CHF | 70 000 | 70 000 | 31 852 | 31 852 | 63 190 CHF | 63 605 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 1,93 CHF | 1,94 CHF | 72 000 | 72 000 | 32 260 | 32 260 | 61 708 CHF | 62 127 CHF | 100,00% | 100,00% |
08/07/2024 | 0,81% | 1,97 CHF | 1,98 CHF | 71 000 | 71 000 | 32 061 | 32 061 | 62 175 CHF | 62 592 CHF | 100,00% | 100,00% |
05/07/2024 | 0,80% | 1,88 CHF | 1,89 CHF | 72 000 | 72 000 | 32 136 | 32 136 | 61 850 CHF | 62 268 CHF | 99,62% | 99,62% |
04/07/2024 | 0,78% | 1,97 CHF | 1,98 CHF | 29 000 | 29 000 | 23 157 | 23 157 | 45 499 CHF | 45 826 CHF | 99,60% | 99,60% |