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 | 0,99% | 3,13 CHF | 3,14 CHF | 88 000 | 88 000 | 39 544 | 39 544 | 123 641 CHF | 124 562 CHF | 99,90% | 99,90% |
15/07/2024 | 0,97% | 3,16 CHF | 3,17 CHF | 88 000 | 88 000 | 36 328 | 36 328 | 115 820 CHF | 116 618 CHF | 99,99% | 99,99% |
12/07/2024 | 1,04% | 3,06 CHF | 3,07 CHF | 89 000 | 89 000 | 40 271 | 40 271 | 121 450 CHF | 122 394 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 2,96 CHF | 2,97 CHF | 90 000 | 90 000 | 40 253 | 40 253 | 121 037 CHF | 121 975 CHF | 99,99% | 99,99% |
10/07/2024 | 1,03% | 3,03 CHF | 3,04 CHF | 89 000 | 89 000 | 40 306 | 40 306 | 121 048 CHF | 121 992 CHF | 100,00% | 100,00% |
09/07/2024 | 1,11% | 2,91 CHF | 2,92 CHF | 90 000 | 90 000 | 38 730 | 38 730 | 111 845 CHF | 112 757 CHF | 99,77% | 99,77% |
08/07/2024 | 1,10% | 2,84 CHF | 2,85 CHF | 91 000 | 91 000 | 41 069 | 41 069 | 116 391 CHF | 117 347 CHF | 99,19% | 99,19% |
05/07/2024 | 1,16% | 2,76 CHF | 2,77 CHF | 92 000 | 92 000 | 41 925 | 41 925 | 112 917 CHF | 113 902 CHF | 99,89% | 99,89% |
04/07/2024 | 1,32% | 2,68 CHF | 2,71 CHF | 37 000 | 37 000 | 30 543 | 30 543 | 81 289 CHF | 82 332 CHF | 99,63% | 99,63% |
03/07/2024 | 1,12% | 2,61 CHF | 2,62 CHF | 94 000 | 94 000 | 41 187 | 41 187 | 113 640 CHF | 114 598 CHF | 100,00% | 100,00% |