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 | 2,96% | 0,39 CHF | 0,40 CHF | 34 000 | 34 000 | 33 691 | 33 568 | 11 412 CHF | 11 713 CHF | 99,95% | 99,95% |
15/07/2024 | 2,02% | 0,39 CHF | 0,40 CHF | 34 000 | 34 000 | 32 998 | 32 998 | 16 455 CHF | 16 785 CHF | 99,99% | 99,99% |
12/07/2024 | 2,03% | 0,54 CHF | 0,55 CHF | 33 000 | 33 000 | 33 049 | 33 038 | 16 314 CHF | 16 641 CHF | 99,29% | 99,29% |
11/07/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 33 000 | 33 000 | 32 977 | 32 979 | 16 842 CHF | 17 173 CHF | 99,98% | 99,98% |
10/07/2024 | 2,24% | 0,47 CHF | 0,48 CHF | 33 500 | 33 500 | 33 154 | 33 087 | 14 849 CHF | 15 152 CHF | 99,95% | 99,95% |
09/07/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 33 000 | 33 000 | 32 712 | 32 712 | 17 521 CHF | 17 849 CHF | 100,00% | 100,00% |
08/07/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 33 500 | 33 500 | 33 042 | 33 225 | 13 531 CHF | 13 944 CHF | 99,72% | 99,72% |
05/07/2024 | 2,59% | 0,34 CHF | 0,35 CHF | 34 000 | 34 000 | 33 366 | 33 366 | 12 909 CHF | 13 243 CHF | 100,00% | 100,00% |
04/07/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 33 500 | 33 500 | 33 248 | 33 250 | 13 920 CHF | 14 254 CHF | 99,72% | 99,72% |
03/07/2024 | 2,53% | 0,43 CHF | 0,44 CHF | 33 500 | 33 500 | 33 270 | 33 308 | 13 195 CHF | 13 544 CHF | 99,86% | 99,86% |