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 | 0,63% | 3,14 CHF | 3,16 CHF | 24 300 | 24 300 | 24 068 | 24 068 | 76 389 CHF | 76 870 CHF | 99,98% | 99,98% |
15/07/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 29 600 | 29 600 | 29 466 | 29 466 | 83 646 CHF | 83 940 CHF | 100,00% | 100,00% |
12/07/2024 | 0,38% | 2,45 CHF | 2,46 CHF | 25 800 | 25 800 | 25 691 | 25 691 | 66 797 CHF | 67 054 CHF | 100,00% | 100,00% |
11/07/2024 | 0,69% | 2,65 CHF | 2,67 CHF | 22 000 | 22 000 | 22 279 | 22 279 | 64 327 CHF | 64 772 CHF | 99,99% | 99,99% |
10/07/2024 | 0,57% | 3,03 CHF | 3,05 CHF | 18 400 | 18 400 | 18 680 | 18 680 | 65 574 CHF | 65 948 CHF | 100,00% | 100,00% |
09/07/2024 | 0,54% | 3,80 CHF | 3,82 CHF | 17 900 | 17 900 | 17 731 | 17 731 | 65 976 CHF | 66 331 CHF | 100,00% | 100,00% |
08/07/2024 | 0,53% | 3,91 CHF | 3,93 CHF | 19 000 | 19 000 | 18 914 | 18 914 | 70 975 CHF | 71 353 CHF | 99,98% | 99,98% |
05/07/2024 | 0,57% | 3,77 CHF | 3,79 CHF | 19 900 | 19 900 | 19 571 | 19 571 | 68 421 CHF | 68 812 CHF | 99,79% | 99,79% |
04/07/2024 | 0,56% | 3,54 CHF | 3,56 CHF | 20 100 | 20 100 | 20 090 | 20 090 | 72 009 CHF | 72 411 CHF | 99,49% | 99,49% |
03/07/2024 | 0,59% | 3,41 CHF | 3,43 CHF | 19 300 | 19 300 | 19 220 | 19 220 | 64 647 CHF | 65 031 CHF | 99,35% | 99,35% |