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 | 0,64% | 3,14 CHF | 3,16 CHF | 14 000 | 14 000 | 13 935 | 13 935 | 43 455 CHF | 43 734 CHF | 99,47% | 99,47% |
15/07/2024 | 0,65% | 3,12 CHF | 3,14 CHF | 14 000 | 14 000 | 13 869 | 13 869 | 43 233 CHF | 43 511 CHF | 100,00% | 100,00% |
12/07/2024 | 0,61% | 3,37 CHF | 3,39 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 42 697 CHF | 42 955 CHF | 100,00% | 100,00% |
11/07/2024 | 0,61% | 3,29 CHF | 3,31 CHF | 13 000 | 13 000 | 12 877 | 12 877 | 42 193 CHF | 42 451 CHF | 98,93% | 98,93% |
10/07/2024 | 0,64% | 3,17 CHF | 3,19 CHF | 13 000 | 13 000 | 13 819 | 13 819 | 43 277 CHF | 43 554 CHF | 99,94% | 99,94% |
09/07/2024 | 0,64% | 3,11 CHF | 3,13 CHF | 14 000 | 14 000 | 13 203 | 13 203 | 41 809 CHF | 42 073 CHF | 100,00% | 100,00% |
08/07/2024 | 0,64% | 3,13 CHF | 3,15 CHF | 14 000 | 14 000 | 13 036 | 13 036 | 41 300 CHF | 41 561 CHF | 99,91% | 99,91% |
05/07/2024 | 0,62% | 3,20 CHF | 3,22 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 41 945 CHF | 42 203 CHF | 99,90% | 99,90% |
04/07/2024 | 0,62% | 3,24 CHF | 3,26 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 41 906 CHF | 42 164 CHF | 100,00% | 100,00% |
03/07/2024 | 0,61% | 3,26 CHF | 3,28 CHF | 13 000 | 13 000 | 12 878 | 12 878 | 42 253 CHF | 42 511 CHF | 99,87% | 99,87% |