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 | 0,30% | 3,41 CHF | 3,42 CHF | 38 000 | 38 000 | 38 765 | 38 765 | 131 051 CHF | 131 439 CHF | 100,00% | 100,00% |
15/07/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 38 000 | 38 000 | 38 080 | 38 080 | 130 019 CHF | 130 400 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 38 000 | 38 000 | 38 222 | 38 222 | 130 073 CHF | 130 455 CHF | 100,00% | 100,00% |
11/07/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 38 000 | 38 000 | 37 999 | 37 999 | 130 299 CHF | 130 679 CHF | 99,99% | 99,99% |
10/07/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 39 000 | 39 000 | 39 178 | 39 178 | 128 900 CHF | 129 291 CHF | 100,00% | 100,00% |
09/07/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 39 000 | 39 000 | 38 999 | 38 999 | 128 611 CHF | 129 001 CHF | 100,00% | 100,00% |
08/07/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 39 000 | 39 000 | 38 849 | 38 849 | 130 804 CHF | 131 192 CHF | 100,00% | 100,00% |
05/07/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 38 000 | 38 000 | 38 077 | 38 077 | 130 640 CHF | 131 021 CHF | 99,99% | 99,99% |
04/07/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 129 920 CHF | 130 300 CHF | 100,00% | 100,00% |
03/07/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 38 000 | 38 000 | 38 271 | 38 271 | 129 921 CHF | 130 304 CHF | 100,00% | 100,00% |