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 | 0,39% | 34,90 CHF | 34,95 CHF | 3 840 | 3 840 | 2 550 | 2 550 | 89 671 CHF | 89 985 CHF | 99,70% | 99,70% |
15/07/2024 | 0,38% | 35,90 CHF | 35,95 CHF | 3 760 | 3 760 | 2 542 | 2 542 | 89 887 CHF | 90 200 CHF | 99,96% | 99,96% |
12/07/2024 | 0,38% | 35,85 CHF | 35,90 CHF | 3 760 | 3 760 | 2 506 | 2 506 | 90 212 CHF | 90 519 CHF | 99,98% | 99,98% |
11/07/2024 | 0,35% | 37,30 CHF | 37,35 CHF | 3 630 | 3 630 | 2 376 | 2 376 | 91 145 CHF | 91 436 CHF | 99,80% | 99,80% |
10/07/2024 | 0,35% | 38,45 CHF | 38,50 CHF | 3 540 | 3 540 | 2 368 | 2 368 | 91 071 CHF | 91 361 CHF | 100,00% | 100,00% |
09/07/2024 | 0,35% | 38,45 CHF | 38,50 CHF | 3 540 | 3 540 | 2 361 | 2 361 | 90 911 CHF | 91 202 CHF | 99,66% | 99,66% |
08/07/2024 | 0,35% | 38,35 CHF | 38,40 CHF | 3 550 | 3 550 | 2 341 | 2 341 | 91 249 CHF | 91 535 CHF | 100,00% | 100,00% |
05/07/2024 | 0,37% | 38,50 CHF | 38,55 CHF | 3 540 | 3 540 | 2 440 | 2 440 | 90 276 CHF | 90 578 CHF | 99,62% | 99,62% |
04/07/2024 | 0,55% | 36,75 CHF | 36,95 CHF | 734 | 734 | 729 | 729 | 26 697 CHF | 26 842 CHF | 99,51% | 99,51% |
03/07/2024 | 0,37% | 36,55 CHF | 36,60 CHF | 3 690 | 3 690 | 2 458 | 2 458 | 90 265 CHF | 90 566 CHF | 99,66% | 99,66% |