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 | 0,87% | 2,79 CHF | 2,80 CHF | 90 000 | 90 000 | 29 216 | 29 216 | 79 991 CHF | 80 430 CHF | 99,42% | 99,42% |
15/07/2024 | 0,87% | 2,67 CHF | 2,68 CHF | 92 000 | 92 000 | 29 681 | 29 681 | 78 575 CHF | 79 015 CHF | 98,89% | 98,89% |
12/07/2024 | 0,89% | 2,65 CHF | 2,66 CHF | 92 000 | 92 000 | 29 877 | 29 877 | 79 048 CHF | 79 499 CHF | 100,00% | 100,00% |
11/07/2024 | 0,83% | 2,78 CHF | 2,79 CHF | 90 000 | 90 000 | 28 378 | 28 378 | 80 123 CHF | 80 545 CHF | 99,97% | 99,97% |
10/07/2024 | 0,80% | 2,83 CHF | 2,84 CHF | 88 000 | 88 000 | 28 292 | 28 292 | 81 914 CHF | 82 336 CHF | 99,90% | 99,90% |
09/07/2024 | 0,80% | 3,02 CHF | 3,03 CHF | 86 000 | 86 000 | 27 921 | 27 921 | 82 996 CHF | 83 415 CHF | 99,98% | 99,98% |
08/07/2024 | 0,80% | 2,88 CHF | 2,89 CHF | 88 000 | 88 000 | 28 330 | 28 330 | 82 262 CHF | 82 684 CHF | 99,98% | 99,98% |
05/07/2024 | 0,79% | 2,93 CHF | 2,94 CHF | 88 000 | 88 000 | 28 180 | 28 180 | 82 168 CHF | 82 589 CHF | 99,70% | 99,70% |
04/07/2024 | 0,86% | 2,88 CHF | 2,90 CHF | 18 000 | 18 000 | 13 204 | 13 204 | 38 455 CHF | 38 766 CHF | 94,02% | 94,02% |
03/07/2024 | 0,77% | 2,96 CHF | 2,97 CHF | 88 000 | 88 000 | 27 956 | 27 956 | 83 739 CHF | 84 158 CHF | 99,52% | 99,52% |