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 | 0,35% | 2,90 CHF | 2,91 CHF | 104 000 | 104 000 | 43 909 | 43 909 | 128 447 CHF | 128 887 CHF | 99,88% | 99,88% |
15/07/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 100 000 | 100 000 | 42 424 | 42 424 | 132 222 CHF | 132 647 CHF | 99,37% | 99,37% |
12/07/2024 | 0,34% | 3,10 CHF | 3,11 CHF | 100 000 | 100 000 | 43 316 | 43 316 | 130 222 CHF | 130 656 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 3,03 CHF | 3,04 CHF | 102 000 | 102 000 | 42 332 | 42 332 | 133 420 CHF | 133 846 CHF | 99,98% | 99,98% |
10/07/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 100 000 | 100 000 | 42 634 | 42 634 | 132 163 CHF | 132 590 CHF | 100,00% | 100,00% |
09/07/2024 | 0,34% | 3,07 CHF | 3,08 CHF | 100 000 | 100 000 | 43 027 | 43 027 | 132 133 CHF | 132 564 CHF | 99,95% | 99,95% |
08/07/2024 | 0,34% | 3,04 CHF | 3,05 CHF | 102 000 | 102 000 | 43 471 | 43 471 | 131 615 CHF | 132 051 CHF | 99,86% | 99,86% |
05/07/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 102 000 | 102 000 | 42 397 | 42 397 | 133 194 CHF | 133 619 CHF | 99,64% | 99,64% |
04/07/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 30 000 | 30 000 | 27 318 | 27 318 | 89 090 CHF | 89 363 CHF | 98,99% | 98,99% |
03/07/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 98 000 | 98 000 | 42 317 | 42 317 | 131 246 CHF | 131 670 CHF | 100,00% | 100,00% |