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 | 0,72% | 2,81 CHF | 2,83 CHF | 24 600 | 24 600 | 24 127 | 24 127 | 67 019 CHF | 67 504 CHF | 99,96% | 99,96% |
16/07/2024 | 0,68% | 2,93 CHF | 2,95 CHF | 22 100 | 22 100 | 22 010 | 22 010 | 64 241 CHF | 64 681 CHF | 99,98% | 99,98% |
15/07/2024 | 0,62% | 3,27 CHF | 3,29 CHF | 21 100 | 21 100 | 21 077 | 21 077 | 68 044 CHF | 68 465 CHF | 99,99% | 99,99% |
12/07/2024 | 0,62% | 3,39 CHF | 3,41 CHF | 22 900 | 22 900 | 23 029 | 23 029 | 74 394 CHF | 74 854 CHF | 100,00% | 100,00% |
11/07/2024 | 0,66% | 3,12 CHF | 3,14 CHF | 24 800 | 24 800 | 24 698 | 24 698 | 74 503 CHF | 74 997 CHF | 99,97% | 99,97% |
10/07/2024 | 0,73% | 2,94 CHF | 2,96 CHF | 24 200 | 24 200 | 24 379 | 24 379 | 66 456 CHF | 66 944 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 2,87 CHF | 2,89 CHF | 23 900 | 23 900 | 23 838 | 23 838 | 68 832 CHF | 69 309 CHF | 100,00% | 100,00% |
08/07/2024 | 0,67% | 2,99 CHF | 3,01 CHF | 23 700 | 23 700 | 23 602 | 23 602 | 70 648 CHF | 71 120 CHF | 99,99% | 99,99% |
05/07/2024 | 0,63% | 2,99 CHF | 3,01 CHF | 22 500 | 22 500 | 22 371 | 22 371 | 71 446 CHF | 71 894 CHF | 99,81% | 99,81% |
04/07/2024 | 0,63% | 3,18 CHF | 3,20 CHF | 24 100 | 24 100 | 23 984 | 23 984 | 75 402 CHF | 75 882 CHF | 99,49% | 99,49% |