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 | 2,02% | 6,05 CHF | 6,17 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 141 460 CHF | 144 340 CHF | 100,00% | 100,00% |
15/07/2024 | 2,06% | 5,78 CHF | 5,90 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 138 169 CHF | 141 049 CHF | 100,00% | 100,00% |
12/07/2024 | 1,93% | 5,67 CHF | 5,78 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 135 538 CHF | 138 182 CHF | 100,00% | 100,00% |
11/07/2024 | 1,95% | 5,64 CHF | 5,75 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 134 280 CHF | 136 920 CHF | 100,00% | 100,00% |
10/07/2024 | 2,00% | 5,48 CHF | 5,59 CHF | 24 000 | 23 285 | 24 000 | 23 963 | 130 445 CHF | 132 876 CHF | 100,00% | 100,00% |
09/07/2024 | 2,01% | 5,39 CHF | 5,50 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 129 788 CHF | 132 428 CHF | 100,00% | 100,00% |
08/07/2024 | 2,02% | 5,35 CHF | 5,46 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 127 992 CHF | 130 600 CHF | 99,64% | 99,64% |
05/07/2024 | 2,02% | 4,99 CHF | 5,09 CHF | 23 000 | 24 000 | 23 369 | 24 000 | 114 251 CHF | 119 767 CHF | 100,00% | 100,00% |
04/07/2024 | 2,03% | 5,63 CHF | 5,74 CHF | 24 000 | 23 600 | 24 000 | 23 608 | 136 965 CHF | 137 488 CHF | 100,00% | 100,00% |
03/07/2024 | 1,97% | 6,14 CHF | 6,26 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 147 435 CHF | 150 368 CHF | 99,96% | 99,96% |