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 | 1,56% | 4,09 CHF | 4,15 CHF | 15 000 | 15 000 | 14 997 | 14 993 | 57 236 CHF | 58 121 CHF | 100,00% | 100,00% |
15/07/2024 | 1,45% | 4,07 CHF | 4,13 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 61 757 CHF | 62 657 CHF | 100,00% | 100,00% |
12/07/2024 | 1,39% | 4,33 CHF | 4,39 CHF | 15 000 | 15 000 | 15 000 | 14 989 | 64 334 CHF | 65 184 CHF | 100,00% | 100,00% |
11/07/2024 | 1,27% | 4,83 CHF | 4,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 70 305 CHF | 71 204 CHF | 71,56% | 71,56% |
10/07/2024 | 1,29% | 4,58 CHF | 4,64 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 69 410 CHF | 70 309 CHF | 99,38% | 99,38% |
09/07/2024 | 1,19% | 4,40 CHF | 4,46 CHF | 15 000 | 15 000 | 14 997 | 14 997 | 75 088 CHF | 75 988 CHF | 100,00% | 100,00% |
08/07/2024 | 1,20% | 5,16 CHF | 5,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 74 824 CHF | 75 724 CHF | 99,99% | 99,99% |
05/07/2024 | 1,11% | 5,35 CHF | 5,41 CHF | 15 000 | 15 000 | 14 998 | 15 000 | 80 404 CHF | 81 312 CHF | 99,79% | 99,79% |
04/07/2024 | 1,14% | 5,22 CHF | 5,28 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 78 727 CHF | 79 627 CHF | 97,33% | 97,33% |
03/07/2024 | 1,08% | 5,69 CHF | 5,75 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 82 730 CHF | 83 630 CHF | 100,00% | 100,00% |