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 | 0,68% | 2,80 CHF | 2,81 CHF | 28 780 | 28 780 | 19 265 | 19 265 | 53 919 CHF | 54 259 CHF | 100,00% | 100,00% |
15/07/2024 | 0,67% | 2,83 CHF | 2,84 CHF | 28 760 | 28 760 | 19 150 | 19 150 | 54 734 CHF | 55 073 CHF | 99,95% | 99,95% |
12/07/2024 | 0,72% | 2,73 CHF | 2,74 CHF | 29 100 | 29 100 | 19 560 | 19 560 | 52 340 CHF | 52 686 CHF | 100,00% | 100,00% |
11/07/2024 | 0,71% | 2,63 CHF | 2,64 CHF | 29 350 | 29 350 | 19 498 | 19 498 | 52 358 CHF | 52 702 CHF | 99,99% | 99,99% |
10/07/2024 | 0,72% | 2,70 CHF | 2,71 CHF | 29 020 | 29 020 | 19 463 | 19 463 | 52 042 CHF | 52 386 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 2,58 CHF | 2,59 CHF | 29 400 | 29 400 | 19 697 | 19 697 | 50 327 CHF | 50 677 CHF | 99,54% | 99,54% |
08/07/2024 | 0,77% | 2,51 CHF | 2,52 CHF | 29 690 | 29 690 | 19 894 | 19 894 | 49 718 CHF | 50 070 CHF | 100,00% | 100,00% |
05/07/2024 | 0,82% | 2,43 CHF | 2,44 CHF | 29 990 | 29 990 | 20 259 | 20 259 | 47 664 CHF | 48 023 CHF | 99,94% | 99,94% |
04/07/2024 | 1,29% | 2,35 CHF | 2,38 CHF | 6 050 | 6 050 | 6 004 | 6 004 | 13 976 CHF | 14 156 CHF | 99,13% | 99,13% |
03/07/2024 | 0,78% | 2,28 CHF | 2,29 CHF | 30 560 | 30 560 | 20 000 | 20 000 | 48 748 CHF | 49 101 CHF | 99,65% | 99,65% |