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 | 0,43% | 2,31 CHF | 2,32 CHF | 32 400 | 32 400 | 31 761 | 31 761 | 74 206 CHF | 74 525 CHF | 99,93% | 99,93% |
16/07/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 35 100 | 35 100 | 34 957 | 34 957 | 78 714 CHF | 79 064 CHF | 99,99% | 99,99% |
15/07/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 35 400 | 35 400 | 35 381 | 35 381 | 72 734 CHF | 73 088 CHF | 100,00% | 100,00% |
12/07/2024 | 0,48% | 1,96 CHF | 1,97 CHF | 31 300 | 31 300 | 31 484 | 31 484 | 65 122 CHF | 65 437 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 29 600 | 29 600 | 29 478 | 29 478 | 65 434 CHF | 65 728 CHF | 99,97% | 99,97% |
10/07/2024 | 0,41% | 2,29 CHF | 2,30 CHF | 30 500 | 30 500 | 30 764 | 30 764 | 75 350 CHF | 75 657 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 31 100 | 31 100 | 31 016 | 31 016 | 71 947 CHF | 72 257 CHF | 100,00% | 100,00% |
08/07/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 31 300 | 31 300 | 31 171 | 31 171 | 69 676 CHF | 69 988 CHF | 99,99% | 99,99% |
05/07/2024 | 0,47% | 2,25 CHF | 2,26 CHF | 33 300 | 33 300 | 33 100 | 33 100 | 69 860 CHF | 70 191 CHF | 99,82% | 99,82% |
04/07/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 30 200 | 30 200 | 30 055 | 30 055 | 64 461 CHF | 64 761 CHF | 99,50% | 99,50% |