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 | 0,79% | 2,44 CHF | 2,45 CHF | 28 780 | 28 780 | 19 264 | 19 264 | 46 996 CHF | 47 337 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 2,47 CHF | 2,48 CHF | 28 760 | 28 760 | 19 126 | 19 126 | 47 800 CHF | 48 139 CHF | 99,70% | 99,70% |
12/07/2024 | 0,83% | 2,37 CHF | 2,38 CHF | 29 080 | 29 080 | 19 560 | 19 560 | 45 330 CHF | 45 676 CHF | 99,99% | 99,99% |
11/07/2024 | 0,82% | 2,27 CHF | 2,28 CHF | 29 350 | 29 350 | 19 449 | 19 449 | 45 253 CHF | 45 598 CHF | 99,49% | 99,49% |
10/07/2024 | 0,83% | 2,34 CHF | 2,35 CHF | 29 020 | 29 020 | 19 463 | 19 463 | 45 038 CHF | 45 383 CHF | 100,00% | 100,00% |
09/07/2024 | 0,88% | 2,22 CHF | 2,23 CHF | 29 400 | 29 400 | 19 697 | 19 697 | 43 250 CHF | 43 599 CHF | 99,53% | 99,53% |
08/07/2024 | 0,90% | 2,15 CHF | 2,16 CHF | 29 690 | 29 690 | 19 892 | 19 892 | 42 577 CHF | 42 929 CHF | 100,00% | 100,00% |
05/07/2024 | 0,97% | 2,07 CHF | 2,08 CHF | 29 990 | 29 990 | 20 259 | 20 259 | 40 395 CHF | 40 754 CHF | 99,94% | 99,94% |
04/07/2024 | 1,53% | 1,99 CHF | 2,02 CHF | 6 050 | 6 050 | 6 004 | 6 004 | 11 815 CHF | 11 995 CHF | 99,13% | 99,13% |
03/07/2024 | 0,92% | 1,92 CHF | 1,93 CHF | 30 560 | 30 560 | 20 001 | 20 001 | 41 533 CHF | 41 886 CHF | 99,66% | 99,66% |