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 | 0,80% | 2,56 CHF | 2,58 CHF | 54 200 | 54 200 | 53 780 | 53 780 | 133 924 CHF | 134 999 CHF | 99,52% | 99,52% |
15/07/2024 | 0,79% | 2,42 CHF | 2,44 CHF | 53 500 | 53 500 | 52 719 | 52 719 | 132 150 CHF | 133 204 CHF | 100,00% | 100,00% |
12/07/2024 | 0,78% | 2,53 CHF | 2,55 CHF | 52 200 | 52 200 | 52 020 | 52 020 | 133 484 CHF | 134 524 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 2,74 CHF | 2,76 CHF | 51 900 | 51 900 | 49 683 | 49 683 | 132 074 CHF | 133 068 CHF | 99,99% | 99,99% |
10/07/2024 | 0,71% | 2,66 CHF | 2,68 CHF | 48 200 | 48 200 | 47 302 | 47 302 | 132 105 CHF | 133 051 CHF | 100,00% | 100,00% |
09/07/2024 | 0,71% | 2,90 CHF | 2,92 CHF | 46 800 | 46 800 | 46 269 | 46 269 | 130 590 CHF | 131 517 CHF | 100,00% | 100,00% |
08/07/2024 | 0,69% | 2,82 CHF | 2,84 CHF | 46 000 | 46 000 | 47 322 | 47 322 | 136 465 CHF | 137 412 CHF | 99,99% | 99,99% |
05/07/2024 | 0,72% | 2,82 CHF | 2,84 CHF | 48 200 | 48 200 | 47 181 | 47 181 | 131 093 CHF | 132 036 CHF | 99,78% | 99,78% |
04/07/2024 | 0,71% | 2,76 CHF | 2,78 CHF | 46 600 | 46 600 | 46 660 | 46 660 | 130 225 CHF | 131 158 CHF | 100,00% | 100,00% |
03/07/2024 | 0,71% | 2,74 CHF | 2,76 CHF | 46 700 | 46 700 | 44 787 | 44 787 | 126 012 CHF | 126 908 CHF | 100,00% | 100,00% |