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 | 0,85% | 2,26 CHF | 2,27 CHF | 28 780 | 28 780 | 19 264 | 19 264 | 43 539 CHF | 43 880 CHF | 100,00% | 100,00% |
15/07/2024 | 0,83% | 2,29 CHF | 2,30 CHF | 28 760 | 28 760 | 19 146 | 19 146 | 44 421 CHF | 44 760 CHF | 99,91% | 99,91% |
12/07/2024 | 0,90% | 2,19 CHF | 2,20 CHF | 29 080 | 29 080 | 19 560 | 19 560 | 41 824 CHF | 42 170 CHF | 99,99% | 99,99% |
11/07/2024 | 0,89% | 2,09 CHF | 2,10 CHF | 29 350 | 29 350 | 19 476 | 19 476 | 41 818 CHF | 42 162 CHF | 99,76% | 99,76% |
10/07/2024 | 0,90% | 2,16 CHF | 2,17 CHF | 29 020 | 29 020 | 19 463 | 19 463 | 41 538 CHF | 41 882 CHF | 100,00% | 100,00% |
09/07/2024 | 0,96% | 2,04 CHF | 2,05 CHF | 29 400 | 29 400 | 19 697 | 19 697 | 39 709 CHF | 40 059 CHF | 99,54% | 99,54% |
08/07/2024 | 0,98% | 1,98 CHF | 1,99 CHF | 29 690 | 29 690 | 19 893 | 19 893 | 39 014 CHF | 39 366 CHF | 100,00% | 100,00% |
05/07/2024 | 1,06% | 1,89 CHF | 1,90 CHF | 29 990 | 29 990 | 20 259 | 20 259 | 36 756 CHF | 37 115 CHF | 99,94% | 99,94% |
04/07/2024 | 1,68% | 1,81 CHF | 1,84 CHF | 6 050 | 6 050 | 6 004 | 6 004 | 10 734 CHF | 10 914 CHF | 99,13% | 99,13% |
03/07/2024 | 1,01% | 1,74 CHF | 1,75 CHF | 30 560 | 30 560 | 20 000 | 20 000 | 37 924 CHF | 38 277 CHF | 99,66% | 99,66% |