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 | 1,92% | 3,79 CHF | 3,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 711 CHF | 93 491 CHF | 100,00% | 100,00% |
15/07/2024 | 1,95% | 3,68 CHF | 3,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 92 500 CHF | 94 320 CHF | 100,00% | 100,00% |
12/07/2024 | 2,03% | 3,45 CHF | 3,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 85 152 CHF | 86 902 CHF | 100,00% | 100,00% |
11/07/2024 | 2,06% | 3,40 CHF | 3,47 CHF | 25 000 | 24 700 | 25 000 | 24 830 | 84 055 CHF | 85 220 CHF | 100,00% | 100,00% |
10/07/2024 | 2,13% | 3,25 CHF | 3,32 CHF | 23 500 | 25 000 | 23 541 | 25 000 | 76 722 CHF | 83 228 CHF | 100,00% | 100,00% |
09/07/2024 | 1,88% | 3,16 CHF | 3,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 79 246 CHF | 80 746 CHF | 100,00% | 100,00% |
08/07/2024 | 1,89% | 3,13 CHF | 3,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 78 617 CHF | 80 120 CHF | 99,75% | 99,75% |
05/07/2024 | 2,06% | 2,98 CHF | 3,04 CHF | 25 000 | 23 500 | 25 000 | 24 295 | 72 185 CHF | 71 574 CHF | 97,92% | 100,00% |
04/07/2024 | 2,08% | 3,26 CHF | 3,33 CHF | 25 000 | 24 900 | 25 000 | 24 913 | 82 741 CHF | 84 185 CHF | 100,00% | 100,00% |
03/07/2024 | 1,98% | 3,46 CHF | 3,53 CHF | 24 650 | 25 000 | 24 758 | 25 000 | 86 689 CHF | 89 282 CHF | 99,93% | 99,93% |