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 | 0,67% | 2,74 CHF | 2,75 CHF | 90 000 | 90 000 | 40 642 | 40 642 | 109 863 CHF | 110 481 CHF | 99,89% | 99,89% |
15/07/2024 | 0,67% | 2,56 CHF | 2,57 CHF | 94 000 | 94 000 | 41 198 | 41 198 | 107 313 CHF | 107 932 CHF | 100,00% | 100,00% |
12/07/2024 | 0,68% | 2,70 CHF | 2,71 CHF | 90 000 | 90 000 | 39 487 | 39 487 | 109 857 CHF | 110 461 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 2,61 CHF | 2,62 CHF | 92 000 | 92 000 | 41 757 | 41 757 | 106 902 CHF | 107 538 CHF | 99,97% | 99,97% |
10/07/2024 | 0,75% | 2,40 CHF | 2,41 CHF | 96 000 | 96 000 | 43 063 | 43 063 | 103 391 CHF | 104 044 CHF | 99,89% | 99,89% |
09/07/2024 | 0,74% | 2,39 CHF | 2,40 CHF | 96 000 | 96 000 | 43 004 | 43 004 | 104 162 CHF | 104 814 CHF | 99,75% | 99,75% |
08/07/2024 | 0,71% | 2,42 CHF | 2,43 CHF | 96 000 | 96 000 | 42 554 | 42 554 | 105 989 CHF | 106 633 CHF | 99,29% | 99,29% |
05/07/2024 | 0,73% | 2,42 CHF | 2,43 CHF | 96 000 | 96 000 | 42 854 | 42 854 | 104 248 CHF | 104 896 CHF | 99,99% | 99,99% |
04/07/2024 | 0,82% | 2,42 CHF | 2,44 CHF | 39 000 | 39 000 | 31 054 | 31 054 | 75 200 CHF | 75 822 CHF | 99,63% | 99,63% |
03/07/2024 | 0,71% | 2,39 CHF | 2,40 CHF | 96 000 | 96 000 | 42 285 | 42 285 | 105 459 CHF | 106 099 CHF | 100,00% | 100,00% |