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% | 3,48 CHF | 3,49 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 155 318 CHF | 155 768 CHF | 100,00% | 100,00% |
15/07/2024 | 0,28% | 3,48 CHF | 3,49 CHF | 45 000 | 45 000 | 44 908 | 44 908 | 157 805 CHF | 158 254 CHF | 100,00% | 100,00% |
12/07/2024 | 0,29% | 3,50 CHF | 3,51 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 156 747 CHF | 157 197 CHF | 100,00% | 100,00% |
11/07/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 45 000 | 45 000 | 44 892 | 44 892 | 158 377 CHF | 158 827 CHF | 99,99% | 99,99% |
10/07/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 156 713 CHF | 157 163 CHF | 100,00% | 100,00% |
09/07/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 45 000 | 45 000 | 44 947 | 44 947 | 155 122 CHF | 155 572 CHF | 100,00% | 100,00% |
08/07/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 45 000 | 45 000 | 45 006 | 45 006 | 155 133 CHF | 155 583 CHF | 99,69% | 99,69% |
05/07/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 154 509 CHF | 154 969 CHF | 100,00% | 100,00% |
04/07/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 154 177 CHF | 154 637 CHF | 100,00% | 100,00% |
03/07/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 46 000 | 46 000 | 46 242 | 46 242 | 150 892 CHF | 151 355 CHF | 100,00% | 100,00% |