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 | 0,43% | 2,34 CHF | 2,35 CHF | 86 000 | 86 000 | 85 519 | 85 519 | 200 018 CHF | 200 873 CHF | 99,52% | 99,52% |
15/07/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 82 000 | 82 000 | 81 620 | 81 620 | 175 869 CHF | 176 685 CHF | 100,00% | 100,00% |
12/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 177 880 CHF | 178 696 CHF | 100,00% | 100,00% |
11/07/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 82 000 | 82 000 | 82 033 | 82 033 | 180 505 CHF | 181 326 CHF | 100,00% | 100,00% |
10/07/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 82 000 | 82 000 | 81 662 | 81 662 | 175 988 CHF | 176 805 CHF | 100,00% | 100,00% |
09/07/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 86 000 | 86 000 | 85 646 | 85 646 | 198 303 CHF | 199 159 CHF | 100,00% | 100,00% |
08/07/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 86 000 | 86 000 | 85 491 | 85 491 | 196 784 CHF | 197 639 CHF | 100,00% | 100,00% |
05/07/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 86 000 | 86 000 | 85 791 | 85 791 | 201 383 CHF | 202 241 CHF | 99,82% | 99,82% |
04/07/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 88 000 | 88 000 | 89 011 | 89 011 | 218 224 CHF | 219 114 CHF | 99,50% | 99,50% |
03/07/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 90 000 | 90 000 | 88 423 | 88 423 | 216 206 CHF | 217 090 CHF | 99,36% | 99,36% |