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 | 0,25% | 3,95 CHF | 3,96 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 176 464 CHF | 176 914 CHF | 100,00% | 100,00% |
15/07/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 45 000 | 45 000 | 44 908 | 44 908 | 178 907 CHF | 179 356 CHF | 100,00% | 100,00% |
12/07/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 177 871 CHF | 178 321 CHF | 100,00% | 100,00% |
11/07/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 45 000 | 45 000 | 44 893 | 44 893 | 179 466 CHF | 179 916 CHF | 99,99% | 99,99% |
10/07/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 177 853 CHF | 178 303 CHF | 100,00% | 100,00% |
09/07/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 45 000 | 45 000 | 44 947 | 44 947 | 176 215 CHF | 176 665 CHF | 100,00% | 100,00% |
08/07/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 45 000 | 45 000 | 45 006 | 45 006 | 176 254 CHF | 176 704 CHF | 100,00% | 100,00% |
05/07/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 176 073 CHF | 176 533 CHF | 99,99% | 99,99% |
04/07/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 175 756 CHF | 176 216 CHF | 100,00% | 100,00% |
03/07/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 46 000 | 46 000 | 46 242 | 46 242 | 172 571 CHF | 173 034 CHF | 100,00% | 100,00% |