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 | 0,29% | 3,41 CHF | 3,42 CHF | 32 000 | 32 000 | 31 578 | 31 578 | 108 323 CHF | 108 639 CHF | 100,00% | 100,00% |
15/07/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 31 000 | 31 000 | 31 093 | 31 093 | 108 745 CHF | 109 056 CHF | 99,44% | 99,44% |
12/07/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 30 000 | 30 000 | 30 367 | 30 367 | 111 732 CHF | 112 035 CHF | 99,99% | 99,99% |
11/07/2024 | 0,28% | 3,68 CHF | 3,69 CHF | 31 000 | 31 000 | 30 845 | 30 845 | 110 489 CHF | 110 798 CHF | 99,84% | 99,84% |
10/07/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 31 000 | 31 000 | 31 204 | 31 204 | 109 018 CHF | 109 330 CHF | 99,99% | 99,99% |
09/07/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 32 000 | 32 000 | 31 147 | 31 147 | 109 000 CHF | 109 312 CHF | 99,73% | 99,73% |
08/07/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 109 000 CHF | 109 309 CHF | 99,99% | 99,99% |
05/07/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 31 000 | 31 000 | 30 872 | 30 872 | 110 238 CHF | 110 547 CHF | 99,80% | 99,80% |
04/07/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 31 000 | 31 000 | 31 793 | 31 793 | 110 144 CHF | 110 462 CHF | 100,00% | 100,00% |
03/07/2024 | 0,30% | 3,44 CHF | 3,45 CHF | 32 000 | 32 000 | 31 868 | 31 868 | 106 636 CHF | 106 954 CHF | 100,00% | 100,00% |