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 | 0,38% | 2,60 CHF | 2,61 CHF | 104 000 | 104 000 | 43 908 | 43 908 | 115 241 CHF | 115 681 CHF | 99,90% | 99,90% |
15/07/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 100 000 | 100 000 | 42 425 | 42 425 | 119 495 CHF | 119 920 CHF | 99,37% | 99,37% |
12/07/2024 | 0,38% | 2,80 CHF | 2,81 CHF | 100 000 | 100 000 | 43 318 | 43 318 | 117 239 CHF | 117 673 CHF | 100,00% | 100,00% |
11/07/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 102 000 | 102 000 | 42 342 | 42 342 | 120 753 CHF | 121 179 CHF | 100,00% | 100,00% |
10/07/2024 | 0,37% | 2,86 CHF | 2,87 CHF | 100 000 | 100 000 | 42 635 | 42 635 | 119 308 CHF | 119 735 CHF | 100,00% | 100,00% |
09/07/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 100 000 | 100 000 | 43 026 | 43 026 | 119 190 CHF | 119 621 CHF | 99,95% | 99,95% |
08/07/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 102 000 | 102 000 | 43 471 | 43 471 | 118 565 CHF | 119 000 CHF | 99,86% | 99,86% |
05/07/2024 | 0,35% | 2,70 CHF | 2,71 CHF | 102 000 | 102 000 | 42 400 | 42 400 | 120 445 CHF | 120 870 CHF | 99,65% | 99,65% |
04/07/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 30 000 | 30 000 | 27 318 | 27 318 | 80 853 CHF | 81 126 CHF | 98,99% | 98,99% |
03/07/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 98 000 | 98 000 | 42 312 | 42 312 | 118 452 CHF | 118 876 CHF | 99,99% | 99,99% |