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 | 0,70% | 2,65 CHF | 2,66 CHF | 90 000 | 90 000 | 40 640 | 40 640 | 105 968 CHF | 106 586 CHF | 99,89% | 99,89% |
15/07/2024 | 0,70% | 2,47 CHF | 2,48 CHF | 94 000 | 94 000 | 41 195 | 41 195 | 103 387 CHF | 104 007 CHF | 99,99% | 99,99% |
12/07/2024 | 0,70% | 2,60 CHF | 2,61 CHF | 90 000 | 90 000 | 39 488 | 39 488 | 106 023 CHF | 106 627 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 2,52 CHF | 2,53 CHF | 92 000 | 92 000 | 41 770 | 41 770 | 103 025 CHF | 103 661 CHF | 99,98% | 99,98% |
10/07/2024 | 0,78% | 2,30 CHF | 2,31 CHF | 96 000 | 96 000 | 43 063 | 43 063 | 99 418 CHF | 100 071 CHF | 99,90% | 99,90% |
09/07/2024 | 0,77% | 2,29 CHF | 2,30 CHF | 96 000 | 96 000 | 43 008 | 43 008 | 100 150 CHF | 100 802 CHF | 99,77% | 99,77% |
08/07/2024 | 0,74% | 2,33 CHF | 2,34 CHF | 96 000 | 96 000 | 42 556 | 42 556 | 102 040 CHF | 102 684 CHF | 99,28% | 99,28% |
05/07/2024 | 0,76% | 2,33 CHF | 2,34 CHF | 96 000 | 96 000 | 42 862 | 42 862 | 100 305 CHF | 100 953 CHF | 100,00% | 100,00% |
04/07/2024 | 0,86% | 2,32 CHF | 2,34 CHF | 39 000 | 39 000 | 31 058 | 31 058 | 72 343 CHF | 72 964 CHF | 99,57% | 99,57% |
03/07/2024 | 0,74% | 2,29 CHF | 2,30 CHF | 96 000 | 96 000 | 42 284 | 42 284 | 101 508 CHF | 102 149 CHF | 100,00% | 100,00% |