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 | 0,34% | 2,88 CHF | 2,89 CHF | 63 000 | 63 000 | 62 469 | 62 469 | 182 737 CHF | 183 362 CHF | 99,97% | 99,97% |
15/07/2024 | 0,32% | 3,03 CHF | 3,04 CHF | 62 000 | 62 000 | 61 208 | 61 208 | 192 635 CHF | 193 247 CHF | 99,97% | 99,97% |
12/07/2024 | 0,34% | 3,15 CHF | 3,16 CHF | 61 000 | 61 000 | 62 334 | 62 334 | 184 305 CHF | 184 928 CHF | 100,00% | 100,00% |
11/07/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 62 000 | 62 000 | 61 093 | 61 093 | 192 433 CHF | 193 044 CHF | 99,98% | 99,98% |
10/07/2024 | 0,34% | 3,07 CHF | 3,08 CHF | 62 000 | 62 000 | 62 625 | 62 625 | 184 752 CHF | 185 378 CHF | 100,00% | 100,00% |
09/07/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 63 000 | 63 000 | 62 118 | 62 118 | 187 525 CHF | 188 146 CHF | 100,00% | 100,00% |
08/07/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 62 000 | 62 000 | 61 798 | 61 798 | 191 045 CHF | 191 663 CHF | 99,99% | 99,99% |
05/07/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 62 000 | 62 000 | 62 000 | 62 000 | 188 651 CHF | 189 271 CHF | 99,81% | 99,81% |
04/07/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 63 000 | 63 000 | 62 284 | 62 284 | 185 194 CHF | 185 817 CHF | 99,49% | 99,49% |
03/07/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 63 000 | 63 000 | 62 629 | 62 629 | 184 746 CHF | 185 372 CHF | 99,18% | 99,18% |