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 | 2,10% | 6,96 CHF | 6,98 CHF | 19 000 | 19 000 | 8 716 | 8 716 | 57 897 CHF | 58 733 CHF | 99,90% | 99,90% |
15/07/2024 | 2,08% | 6,90 CHF | 6,92 CHF | 18 300 | 18 300 | 8 202 | 8 202 | 56 057 CHF | 56 857 CHF | 99,99% | 99,99% |
12/07/2024 | 2,08% | 6,96 CHF | 6,98 CHF | 18 000 | 18 000 | 8 073 | 8 073 | 55 552 CHF | 56 351 CHF | 99,99% | 99,99% |
11/07/2024 | 2,11% | 6,72 CHF | 6,74 CHF | 19 900 | 19 900 | 8 935 | 8 935 | 58 365 CHF | 59 207 CHF | 99,81% | 99,81% |
10/07/2024 | 2,09% | 6,04 CHF | 6,06 CHF | 21 400 | 21 400 | 9 614 | 9 614 | 57 309 CHF | 58 139 CHF | 99,99% | 99,99% |
09/07/2024 | 2,10% | 5,81 CHF | 5,83 CHF | 20 700 | 20 700 | 9 294 | 9 294 | 55 698 CHF | 56 526 CHF | 99,73% | 99,73% |
08/07/2024 | 2,09% | 6,39 CHF | 6,41 CHF | 19 600 | 19 600 | 8 786 | 8 786 | 57 548 CHF | 58 376 CHF | 100,00% | 100,00% |
05/07/2024 | 2,10% | 6,51 CHF | 6,53 CHF | 19 900 | 19 900 | 8 897 | 8 897 | 57 748 CHF | 58 592 CHF | 99,67% | 99,67% |
04/07/2024 | 2,44% | 6,64 CHF | 6,77 CHF | 8 000 | 8 000 | 6 346 | 6 346 | 41 600 CHF | 42 584 CHF | 99,53% | 99,53% |
03/07/2024 | 2,05% | 6,41 CHF | 6,43 CHF | 20 600 | 20 600 | 9 283 | 9 283 | 59 047 CHF | 59 874 CHF | 99,46% | 99,46% |