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 | 1,13% | 2,52 CHF | 2,55 CHF | 29 000 | 29 000 | 29 231 | 29 231 | 77 043 CHF | 77 920 CHF | 99,99% | 99,99% |
15/07/2024 | 1,09% | 2,73 CHF | 2,76 CHF | 28 200 | 28 200 | 28 200 | 28 200 | 77 432 CHF | 78 278 CHF | 100,00% | 100,00% |
12/07/2024 | 1,03% | 2,81 CHF | 2,84 CHF | 27 100 | 27 100 | 27 565 | 27 565 | 79 962 CHF | 80 789 CHF | 100,00% | 100,00% |
11/07/2024 | 1,08% | 2,85 CHF | 2,88 CHF | 29 400 | 29 400 | 28 941 | 28 941 | 80 011 CHF | 80 880 CHF | 99,98% | 99,98% |
10/07/2024 | 1,04% | 2,77 CHF | 2,80 CHF | 28 400 | 28 400 | 28 751 | 28 751 | 82 650 CHF | 83 512 CHF | 100,00% | 100,00% |
09/07/2024 | 1,11% | 2,77 CHF | 2,80 CHF | 29 600 | 29 600 | 29 441 | 29 441 | 79 395 CHF | 80 279 CHF | 99,71% | 99,71% |
08/07/2024 | 1,07% | 2,71 CHF | 2,74 CHF | 28 300 | 28 300 | 28 400 | 28 400 | 79 171 CHF | 80 023 CHF | 99,30% | 99,30% |
05/07/2024 | 1,08% | 2,82 CHF | 2,85 CHF | 26 300 | 26 300 | 26 342 | 26 342 | 72 960 CHF | 73 750 CHF | 100,00% | 100,00% |
04/07/2024 | 1,04% | 2,93 CHF | 2,96 CHF | 27 800 | 27 800 | 27 466 | 27 466 | 78 559 CHF | 79 383 CHF | 99,59% | 99,59% |
03/07/2024 | 1,05% | 2,88 CHF | 2,91 CHF | 27 500 | 27 500 | 27 270 | 27 270 | 77 753 CHF | 78 571 CHF | 100,00% | 100,00% |