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 | 0,63% | 2,92 CHF | 2,93 CHF | 90 000 | 90 000 | 40 642 | 40 642 | 117 166 CHF | 117 784 CHF | 99,89% | 99,89% |
15/07/2024 | 0,63% | 2,74 CHF | 2,75 CHF | 94 000 | 94 000 | 41 198 | 41 198 | 114 720 CHF | 115 339 CHF | 100,00% | 100,00% |
12/07/2024 | 0,63% | 2,88 CHF | 2,89 CHF | 90 000 | 90 000 | 39 487 | 39 487 | 116 947 CHF | 117 551 CHF | 100,00% | 100,00% |
11/07/2024 | 0,67% | 2,79 CHF | 2,80 CHF | 92 000 | 92 000 | 41 763 | 41 763 | 114 430 CHF | 115 065 CHF | 99,97% | 99,97% |
10/07/2024 | 0,69% | 2,58 CHF | 2,59 CHF | 96 000 | 96 000 | 43 063 | 43 063 | 111 151 CHF | 111 804 CHF | 99,89% | 99,89% |
09/07/2024 | 0,69% | 2,57 CHF | 2,58 CHF | 96 000 | 96 000 | 43 003 | 43 003 | 111 901 CHF | 112 553 CHF | 99,76% | 99,76% |
08/07/2024 | 0,67% | 2,60 CHF | 2,61 CHF | 96 000 | 96 000 | 42 554 | 42 554 | 113 637 CHF | 114 281 CHF | 99,28% | 99,28% |
05/07/2024 | 0,68% | 2,60 CHF | 2,61 CHF | 96 000 | 96 000 | 42 856 | 42 856 | 111 953 CHF | 112 602 CHF | 99,99% | 99,99% |
04/07/2024 | 0,77% | 2,60 CHF | 2,62 CHF | 39 000 | 39 000 | 31 056 | 31 056 | 80 802 CHF | 81 423 CHF | 99,61% | 99,61% |
03/07/2024 | 0,67% | 2,57 CHF | 2,58 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 113 090 CHF | 113 731 CHF | 100,00% | 100,00% |