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 | 0,65% | 2,83 CHF | 2,84 CHF | 90 000 | 90 000 | 40 637 | 40 637 | 113 308 CHF | 113 927 CHF | 99,88% | 99,88% |
15/07/2024 | 0,65% | 2,65 CHF | 2,66 CHF | 94 000 | 94 000 | 41 199 | 41 199 | 110 784 CHF | 111 404 CHF | 100,00% | 100,00% |
12/07/2024 | 0,66% | 2,78 CHF | 2,79 CHF | 90 000 | 90 000 | 39 487 | 39 487 | 113 203 CHF | 113 808 CHF | 100,00% | 100,00% |
11/07/2024 | 0,69% | 2,70 CHF | 2,71 CHF | 92 000 | 92 000 | 41 766 | 41 766 | 110 486 CHF | 111 122 CHF | 99,98% | 99,98% |
10/07/2024 | 0,72% | 2,48 CHF | 2,49 CHF | 96 000 | 96 000 | 43 063 | 43 063 | 107 052 CHF | 107 705 CHF | 99,89% | 99,89% |
09/07/2024 | 0,72% | 2,47 CHF | 2,48 CHF | 96 000 | 96 000 | 43 007 | 43 007 | 107 795 CHF | 108 447 CHF | 99,77% | 99,77% |
08/07/2024 | 0,69% | 2,50 CHF | 2,51 CHF | 96 000 | 96 000 | 42 554 | 42 554 | 109 597 CHF | 110 241 CHF | 99,29% | 99,29% |
05/07/2024 | 0,71% | 2,51 CHF | 2,52 CHF | 96 000 | 96 000 | 42 861 | 42 861 | 107 931 CHF | 108 580 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 2,50 CHF | 2,52 CHF | 39 000 | 39 000 | 31 054 | 31 054 | 77 862 CHF | 78 483 CHF | 99,63% | 99,63% |
03/07/2024 | 0,69% | 2,47 CHF | 2,48 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 109 095 CHF | 109 735 CHF | 100,00% | 100,00% |